+24.4%
EL vs SSNC
+173.6%
-149.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | -6.5% | -4.0% | -2.4% | -4.5% |
| 30D | +11.1% | +0.5% | +10.6% | +11.0% |
| 3M | +10.7% | +18.9% | -8.2% | +0.8% |
| 6M | +6.9% | +10.8% | -4.0% | +0.8% |
| YTD | -6.3% | -7.1% | +0.9% | -4.0% |
| 1Y | +13.5% | -9.6% | +23.1% | +17.8% |
| 3Y | -33.1% | +51.1% | -84.1% | -46.4% |
| 5Y | -68.8% | +19.7% | -88.4% | -72.2% |
| All | +24.4% | +173.6% | -149.2% | -15.0% |
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 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