+49.5%
SWK vs SSNC
+54.4%
-5.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +11.0% | -3.3% | +14.4% | +13.1% |
| 30D | +30.1% | -1.3% | +31.3% | +30.2% |
| 3M | +14.7% | -2.3% | +17.0% | +15.3% |
| 6M | +44.5% | +12.6% | +31.9% | +32.2% |
| YTD | +59.4% | -10.1% | +69.5% | +71.9% |
| 1Y | +77.5% | -6.6% | +84.1% | +84.7% |
| 3Y | +49.5% | +54.0% | -4.5% | -7.0% |
| All | +49.5% | +54.4% | -5.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling