-1.3%
EIX vs SSNC
+51.8%
-53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.8% | +8.3% | +5.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.2% |
| 30D | -13.5% | +1.9% | -15.4% | -14.0% |
| 3M | -15.3% | +18.4% | -33.6% | -18.7% |
| 6M | -15.3% | +7.0% | -22.3% | -16.6% |
| YTD | +2.7% | -6.9% | +9.7% | +5.9% |
| 1Y | +17.4% | -8.2% | +25.6% | +21.6% |
| 3Y | -1.3% | +50.5% | -51.9% | -19.0% |
| All | -1.3% | +51.8% | -53.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling