+1,487.5%
EAT vs SSNC
+1,082.2%
+405.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | +1.9% | +6.0% | -4.2% | -1.6% |
| 3M | +68.7% | +21.0% | +47.7% | +49.6% |
| 6M | +66.9% | +12.1% | +54.8% | +54.1% |
| YTD | +60.4% | -3.2% | +63.6% | +60.0% |
| 1Y | +44.0% | -4.4% | +48.4% | +44.4% |
| 3Y | +604.7% | +51.6% | +553.1% | +431.9% |
| 5Y | +347.0% | +21.1% | +325.9% | +284.4% |
| 10Y | +390.8% | +177.7% | +213.1% | +207.7% |
| All | +1,487.5% | +1,082.2% | +405.3% | +499.1% |
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