-30.2%
EL vs SSNC
+51.8%
-82.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +0.3% |
| 7D | +1.7% | -1.8% | +3.5% | +2.7% |
| 30D | +15.5% | +1.9% | +13.6% | +14.3% |
| 3M | +20.6% | +18.4% | +2.2% | +7.9% |
| 6M | +10.5% | +7.0% | +3.5% | +5.8% |
| YTD | -1.9% | -6.9% | +5.1% | +3.5% |
| 1Y | +16.1% | -8.2% | +24.2% | +23.7% |
| 3Y | -30.2% | +50.5% | -80.8% | -59.6% |
| All | -30.2% | +51.8% | -82.0% | -59.6% |
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