+32.2%
EEM vs SSNC
+7.5%
+24.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | -5.4% | -3.1% | -2.3% | -4.8% |
| 3M | -8.6% | -2.7% | -5.9% | -8.3% |
| 6M | -8.9% | +23.7% | -32.6% | -15.4% |
| YTD | +11.9% | -8.0% | +20.0% | +14.5% |
| 1Y | +13.1% | -4.7% | +17.8% | +14.1% |
| 3Y | +70.7% | +58.0% | +12.7% | +38.7% |
| All | +32.2% | +7.5% | +24.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling