+27.6%
SWKS vs SSNC
+175.8%
-148.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | +12.5% | +0.6% | +11.9% | +12.0% |
| 30D | +10.5% | +6.0% | +4.5% | +6.2% |
| 3M | -7.4% | +21.0% | -28.4% | -19.6% |
| 6M | +32.7% | +12.1% | +20.6% | +20.1% |
| YTD | +19.2% | -3.2% | +22.4% | +18.6% |
| 1Y | +2.4% | -4.4% | +6.7% | +2.4% |
| 3Y | -25.6% | +51.6% | -77.2% | -46.0% |
| 5Y | -53.4% | +21.1% | -74.5% | -60.9% |
| All | +27.6% | +175.8% | -148.2% | -34.8% |
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