+22.2%
SWK vs SSNC
+184.6%
-162.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -1.4% | +2.3% | -3.7% | -2.9% |
| 30D | +25.5% | -3.1% | +28.6% | +27.5% |
| 3M | +11.8% | -2.7% | +14.5% | +13.1% |
| 6M | +48.7% | +23.7% | +25.0% | +25.7% |
| YTD | +57.2% | -8.0% | +65.2% | +61.2% |
| 1Y | +75.3% | -4.7% | +80.0% | +75.2% |
| 3Y | +51.9% | +58.0% | -6.0% | +6.2% |
| 5Y | -30.7% | +8.0% | -38.7% | -37.4% |
| All | +22.2% | +184.6% | -162.5% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling