+324.9%
EL vs SSNC
+1,022.7%
-697.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +12.3% | -1.9% | +14.2% | +12.9% |
| 3M | +28.4% | -0.2% | +28.6% | +28.2% |
| 6M | +36.7% | +19.4% | +17.3% | +26.0% |
| YTD | +8.4% | -8.1% | +16.5% | +10.7% |
| 1Y | +25.4% | -5.3% | +30.7% | +26.4% |
| 3Y | +3.4% | +56.9% | -53.5% | -14.7% |
| 5Y | -64.8% | +8.0% | -72.8% | -66.6% |
| 10Y | +63.0% | +183.6% | -120.6% | +11.5% |
| All | +324.9% | +1,022.7% | -697.8% | +78.1% |
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