-38.7%
SWKS vs SSNC
+8.0%
-46.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.5% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +17.3% | -1.9% | +19.2% | +18.1% |
| 3M | +28.3% | -0.2% | +28.4% | +26.9% |
| 6M | +26.1% | +19.4% | +6.6% | +8.0% |
| YTD | +41.1% | -8.1% | +49.2% | +46.8% |
| 1Y | +31.4% | -5.3% | +36.7% | +33.1% |
| 3Y | +7.3% | +56.9% | -49.6% | -30.8% |
| All | -38.7% | +8.0% | -46.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling