+205.8%
EIX vs SSNC
+1,082.2%
-876.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -19.1% | +0.6% | -19.7% | -19.2% |
| 30D | -16.9% | +6.0% | -22.9% | -18.1% |
| 3M | -20.0% | +21.0% | -41.0% | -24.0% |
| 6M | -21.3% | +12.1% | -33.4% | -24.0% |
| YTD | -1.7% | -3.2% | +1.5% | -1.8% |
| 1Y | +9.6% | -4.4% | +13.9% | +9.7% |
| 3Y | -3.7% | +51.6% | -55.3% | -14.9% |
| 5Y | +22.6% | +21.1% | +1.5% | +12.9% |
| 10Y | +17.7% | +177.7% | -160.0% | -10.2% |
| All | +205.8% | +1,082.2% | -876.4% | +65.3% |
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