+373.6%
EAT vs SSNC
+170.4%
+203.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.2% |
| 7D | -6.8% | -3.9% | -2.9% | -4.0% |
| 30D | -5.4% | -0.2% | -5.2% | -5.5% |
| 3M | +42.8% | +15.9% | +26.8% | +25.5% |
| 6M | +56.5% | +7.5% | +49.1% | +45.0% |
| YTD | +50.0% | -8.2% | +58.2% | +55.4% |
| 1Y | +38.3% | -9.3% | +47.6% | +44.3% |
| 3Y | +591.6% | +48.5% | +543.2% | +366.2% |
| 5Y | +312.6% | +16.0% | +296.6% | +239.2% |
| All | +373.6% | +170.4% | +203.2% | +186.3% |
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 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