+130.7%
EEM vs SSNC
+1,082.2%
-951.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +4.5% | +6.0% | -1.5% | +2.3% |
| 3M | -0.1% | +21.0% | -21.0% | -7.4% |
| 6M | +16.9% | +12.1% | +4.9% | +11.0% |
| YTD | +26.2% | -3.2% | +29.5% | +25.9% |
| 1Y | +40.5% | -4.4% | +44.9% | +40.4% |
| 3Y | +86.2% | +51.6% | +34.6% | +54.7% |
| 5Y | +45.5% | +21.1% | +24.4% | +29.4% |
| 10Y | +128.6% | +177.7% | -49.0% | +42.9% |
| All | +130.7% | +1,082.2% | -951.5% | -22.2% |
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