+196.5%
ECL vs SSNC
+186.8%
+9.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +8.3% | -1.9% | +10.2% | +8.9% |
| 3M | +8.4% | -0.2% | +8.6% | +8.1% |
| 6M | +23.3% | +19.4% | +3.9% | +13.0% |
| YTD | +18.2% | -8.1% | +26.3% | +20.6% |
| 1Y | +18.8% | -5.3% | +24.0% | +19.5% |
| 3Y | +78.5% | +56.9% | +21.6% | +40.5% |
| 5Y | +40.1% | +8.0% | +32.0% | +28.6% |
| 10Y | +196.5% | +183.6% | +12.9% | +108.5% |
| All | +196.5% | +186.8% | +9.7% | +108.5% |
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