+1,267.6%
EAT vs SSNC
+1,023.5%
+244.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -4.0% | +2.3% | -6.3% | -5.2% |
| 30D | -2.9% | -3.1% | +0.2% | -1.5% |
| 3M | -16.9% | -2.7% | -14.1% | -16.0% |
| 6M | +57.0% | +23.7% | +33.3% | +36.5% |
| YTD | +38.2% | -8.0% | +46.2% | +41.3% |
| 1Y | +69.3% | -4.7% | +74.0% | +69.5% |
| 3Y | +483.0% | +58.0% | +425.0% | +328.0% |
| 5Y | +364.1% | +8.0% | +356.2% | +325.1% |
| 10Y | +320.8% | +183.8% | +137.0% | +165.2% |
| All | +1,267.6% | +1,023.5% | +244.1% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling