+745.9%
SW vs SSNC
+1,006.7%
-260.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +4.7% | -2.8% | +7.5% | +5.1% |
| 30D | +5.0% | +0.4% | +4.6% | +4.9% |
| 3M | -7.3% | -0.7% | -6.6% | -7.3% |
| 6M | +15.0% | +13.9% | +1.1% | +12.6% |
| YTD | +18.5% | -9.4% | +27.9% | +19.7% |
| 1Y | +27.1% | -7.4% | +34.5% | +28.0% |
| 3Y | +49.3% | +55.6% | -6.3% | +42.3% |
| 5Y | -1.6% | +7.8% | -9.4% | -4.0% |
| 10Y | +185.4% | +178.8% | +6.5% | +164.1% |
| All | +745.9% | +1,006.7% | -260.7% | +670.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling