+372.3%
EAT vs SSNC
+169.0%
+203.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -6.2% | -6.7% | +0.5% | -1.1% |
| 30D | -3.0% | -0.8% | -2.2% | -2.7% |
| 3M | +45.6% | +16.1% | +29.6% | +27.9% |
| 6M | +53.5% | +7.9% | +45.6% | +41.7% |
| YTD | +49.6% | -8.7% | +58.3% | +55.6% |
| 1Y | +38.9% | -9.5% | +48.4% | +45.1% |
| 3Y | +589.7% | +47.7% | +542.0% | +366.7% |
| 5Y | +318.7% | +17.6% | +301.0% | +239.9% |
| All | +372.3% | +169.0% | +203.3% | +186.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling