+128.5%
EEM vs SSNC
+173.6%
-45.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.7% |
| 7D | -1.3% | -4.0% | +2.8% | +0.1% |
| 30D | +2.1% | +0.5% | +1.6% | +1.8% |
| 3M | +1.0% | +18.9% | -17.9% | -5.8% |
| 6M | +15.9% | +10.8% | +5.1% | +10.5% |
| YTD | +24.6% | -7.1% | +31.8% | +26.4% |
| 1Y | +32.3% | -9.6% | +41.9% | +35.2% |
| 3Y | +85.9% | +51.1% | +34.9% | +53.5% |
| 5Y | +45.4% | +19.7% | +25.7% | +29.2% |
| All | +128.5% | +173.6% | -45.0% | +45.9% |
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