+663.9%
ECL vs SSNC
+1,082.2%
-418.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | -2.2% | +6.0% | -8.2% | -4.3% |
| 3M | +10.1% | +21.0% | -10.9% | +2.3% |
| 6M | -5.7% | +12.1% | -17.8% | -10.2% |
| YTD | +7.0% | -3.2% | +10.2% | +7.0% |
| 1Y | +2.7% | -4.4% | +7.0% | +3.1% |
| 3Y | +57.7% | +51.6% | +6.1% | +32.1% |
| 5Y | +31.1% | +21.1% | +10.0% | +18.4% |
| 10Y | +150.9% | +177.7% | -26.8% | +70.0% |
| All | +663.9% | +1,082.2% | -418.3% | +240.9% |
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