+21.3%
ELF vs SSNC
+58.0%
-36.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +1.6% | +2.3% | -0.7% | +0.6% |
| 30D | +9.1% | -3.1% | +12.2% | +10.3% |
| 3M | +28.2% | -2.7% | +30.9% | +29.4% |
| 6M | +119.5% | +23.7% | +95.9% | +98.6% |
| YTD | +55.2% | -8.0% | +63.2% | +60.7% |
| 1Y | +58.6% | -4.7% | +63.3% | +61.4% |
| 3Y | +21.3% | +58.0% | -36.7% | -20.9% |
| All | +21.3% | +58.0% | -36.7% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling