+322.7%
EAT vs SSNC
+18.8%
+304.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.5% | -1.0% |
| 7D | -4.9% | -1.8% | -3.1% | -3.9% |
| 30D | -1.2% | +1.9% | -3.1% | -2.5% |
| 3M | +52.2% | +18.4% | +33.9% | +35.5% |
| 6M | +65.0% | +7.0% | +58.1% | +56.4% |
| YTD | +55.0% | -6.9% | +62.0% | +60.1% |
| 1Y | +42.1% | -8.2% | +50.2% | +47.9% |
| 3Y | +614.7% | +50.5% | +564.2% | +395.2% |
| 5Y | +322.7% | +17.4% | +305.4% | +260.0% |
| All | +322.7% | +18.8% | +304.0% | +260.0% |
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 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