+143.0%
ED vs SSNC
+184.2%
-41.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | +10.7% | -2.6% | +13.3% | +11.0% |
| 3M | +11.6% | -0.6% | +12.2% | +11.6% |
| 6M | +13.5% | +19.9% | -6.4% | +10.4% |
| YTD | +23.1% | -8.2% | +31.3% | +24.0% |
| 1Y | +23.1% | -5.5% | +28.6% | +23.4% |
| 3Y | +47.9% | +56.8% | -8.8% | +36.0% |
| 5Y | +83.9% | +7.8% | +76.1% | +76.6% |
| All | +143.0% | +184.2% | -41.1% | +109.9% |
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 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