+228.4%
EIX vs SSNC
+1,021.7%
-793.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.5% | +1.4% | -2.8% | -1.8% |
| 30D | +8.1% | -2.6% | +10.8% | +8.7% |
| 3M | -12.1% | -0.6% | -11.5% | -12.2% |
| 6M | -13.4% | +19.9% | -33.3% | -17.8% |
| YTD | +5.6% | -8.2% | +13.8% | +6.7% |
| 1Y | +7.8% | -5.5% | +13.4% | +8.1% |
| 3Y | +9.8% | +56.8% | -47.0% | -4.0% |
| 5Y | +18.8% | +7.8% | +11.0% | +12.4% |
| 10Y | +34.4% | +183.3% | -148.9% | +2.6% |
| All | +228.4% | +1,021.7% | -793.3% | +79.5% |
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