+26.5%
ECL vs SSNC
+15.9%
+10.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -2.7% | -3.9% | +1.1% | -1.0% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +3.2% | +15.9% | -12.7% | -4.2% |
| 6M | -2.9% | +7.5% | -10.4% | -6.9% |
| YTD | +4.3% | -8.2% | +12.5% | +7.9% |
| 1Y | +1.6% | -9.3% | +11.0% | +5.8% |
| 3Y | +54.3% | +48.5% | +5.8% | +16.7% |
| 5Y | +26.5% | +16.0% | +10.5% | +10.7% |
| All | +26.5% | +15.9% | +10.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling