-30.4%
ELAN vs SSNC
+19.2%
-49.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.3% |
| 7D | -5.4% | -4.0% | -1.4% | -3.0% |
| 30D | +4.7% | +0.5% | +4.2% | +4.3% |
| 3M | -3.7% | +18.9% | -22.6% | -14.7% |
| 6M | -1.2% | +10.8% | -12.0% | -8.7% |
| YTD | +2.4% | -7.1% | +9.5% | +6.3% |
| 1Y | +23.4% | -9.6% | +33.0% | +30.1% |
| 3Y | +96.7% | +51.1% | +45.6% | +35.7% |
| All | -30.4% | +19.2% | -49.6% | -45.8% |
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