+412.4%
ED vs SSNC
+1,023.5%
-611.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | +10.4% | -3.1% | +13.5% | +10.8% |
| 3M | +12.5% | -2.7% | +15.3% | +12.8% |
| 6M | +14.9% | +23.7% | -8.8% | +11.9% |
| YTD | +24.8% | -8.0% | +32.9% | +25.5% |
| 1Y | +23.8% | -4.7% | +28.5% | +23.9% |
| 3Y | +51.6% | +58.0% | -6.3% | +41.8% |
| 5Y | +86.4% | +8.0% | +78.5% | +80.7% |
| 10Y | +145.4% | +183.8% | -38.4% | +112.5% |
| All | +412.4% | +1,023.5% | -611.2% | +271.8% |
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 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