-35.6%
ELAN vs SSNC
+59.2%
-94.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.4% |
| 7D | -5.4% | -4.0% | -1.4% | -3.3% |
| 30D | +4.7% | +0.5% | +4.2% | +4.3% |
| 3M | -3.7% | +18.9% | -22.6% | -13.3% |
| 6M | -1.2% | +10.8% | -12.0% | -7.8% |
| YTD | +2.4% | -7.1% | +9.5% | +4.9% |
| 1Y | +23.4% | -9.6% | +33.0% | +27.9% |
| 3Y | +96.7% | +51.1% | +45.6% | +50.6% |
| 5Y | -30.6% | +19.7% | -50.2% | -40.4% |
| All | -35.6% | +59.2% | -94.8% | -55.9% |
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