+202.3%
ECL vs SSNC
+184.6%
+17.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | +2.3% | +0.6% | +1.9% |
| 30D | +7.5% | -3.1% | +10.6% | +8.7% |
| 3M | +12.2% | -2.7% | +15.0% | +13.2% |
| 6M | +24.6% | +23.7% | +0.9% | +12.5% |
| YTD | +18.8% | -8.0% | +26.8% | +21.2% |
| 1Y | +19.3% | -4.7% | +24.0% | +19.8% |
| 3Y | +78.2% | +58.0% | +20.2% | +39.8% |
| 5Y | +38.8% | +8.0% | +30.8% | +27.5% |
| All | +202.3% | +184.6% | +17.6% | +113.0% |
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 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