+77.8%
ECL vs SSNC
+55.8%
+22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.5% | -4.5% | +4.0% | +0.7% |
| 30D | +8.8% | -3.9% | +12.7% | +9.9% |
| 3M | +7.8% | -1.3% | +9.2% | +8.0% |
| 6M | +21.3% | +14.1% | +7.2% | +16.2% |
| YTD | +17.8% | -9.9% | +27.7% | +21.9% |
| 1Y | +21.1% | -6.2% | +27.3% | +23.2% |
| All | +77.8% | +55.8% | +22.1% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling