+19.6%
EIX vs SSNC
+169.0%
-149.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.8% | -6.7% | +7.5% | +3.0% |
| 30D | -18.8% | -0.8% | -18.0% | -18.7% |
| 3M | -19.7% | +16.1% | -35.7% | -23.8% |
| 6M | -18.2% | +7.9% | -26.2% | -20.9% |
| YTD | -1.7% | -8.7% | +7.0% | +0.1% |
| 1Y | +7.8% | -9.5% | +17.2% | +9.9% |
| 3Y | -5.6% | +47.7% | -53.3% | -19.6% |
| 5Y | +23.7% | +17.6% | +6.0% | +11.4% |
| All | +19.6% | +169.0% | -149.4% | -15.4% |
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 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