-67.4%
EL vs SSNC
+18.8%
-86.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +0.5% |
| 7D | +1.7% | -1.8% | +3.5% | +2.8% |
| 30D | +15.5% | +1.9% | +13.6% | +14.1% |
| 3M | +20.6% | +18.4% | +2.2% | +6.7% |
| 6M | +10.5% | +7.0% | +3.5% | +4.9% |
| YTD | -1.9% | -6.9% | +5.1% | +2.0% |
| 1Y | +16.1% | -8.2% | +24.2% | +21.6% |
| 3Y | -30.2% | +50.5% | -80.8% | -50.9% |
| 5Y | -67.4% | +17.4% | -84.8% | -71.3% |
| All | -67.4% | +18.8% | -86.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling