+48.4%
ELF vs SSNC
-5.1%
+53.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +6.3% | -2.5% | +8.8% | +7.2% |
| 30D | +8.5% | -2.7% | +11.2% | +9.2% |
| 3M | +24.4% | -0.8% | +25.3% | +24.6% |
| 6M | +94.7% | +15.5% | +79.2% | +86.5% |
| YTD | +55.9% | -8.8% | +64.7% | +61.0% |
| 1Y | +48.4% | -5.8% | +54.2% | +48.2% |
| All | +48.4% | -5.1% | +53.5% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling