+43.6%
EEM vs SSNC
+14.9%
+28.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -0.7% | -6.7% | +6.1% | +1.1% |
| 30D | +2.4% | -0.8% | +3.2% | +2.5% |
| 3M | +4.2% | +16.1% | -11.9% | -0.7% |
| 6M | +14.8% | +7.9% | +6.8% | +11.8% |
| YTD | +23.1% | -8.7% | +31.8% | +26.6% |
| 1Y | +32.5% | -9.5% | +42.0% | +36.5% |
| 3Y | +85.9% | +47.7% | +38.2% | +56.3% |
| 5Y | +43.6% | +17.6% | +25.9% | +30.4% |
| All | +43.6% | +14.9% | +28.7% | +30.4% |
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