+105.0%
ED vs SSNC
+169.0%
-64.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.9% | -6.7% | +4.9% | -0.9% |
| 30D | +0.1% | -0.8% | +0.9% | +0.2% |
| 3M | 0.0% | +16.1% | -16.0% | -2.2% |
| 6M | -2.5% | +7.9% | -10.5% | -3.8% |
| YTD | +10.1% | -8.7% | +18.8% | +11.1% |
| 1Y | +13.6% | -9.5% | +23.1% | +14.6% |
| 3Y | +32.4% | +47.7% | -15.2% | +22.9% |
| 5Y | +69.9% | +17.6% | +52.2% | +61.0% |
| All | +105.0% | +169.0% | -64.0% | +74.8% |
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