+338.3%
ELF vs SSNC
+170.5%
+167.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.1% |
| 7D | +4.0% | -3.3% | +7.3% | +5.6% |
| 30D | +10.6% | -1.3% | +11.8% | +11.0% |
| 3M | +25.8% | -2.3% | +28.1% | +26.9% |
| 6M | +89.1% | +12.6% | +76.4% | +77.2% |
| YTD | +52.7% | -10.1% | +62.8% | +58.4% |
| 1Y | +51.7% | -6.6% | +58.3% | +54.6% |
| 3Y | +14.2% | +54.0% | -39.7% | -9.6% |
| 5Y | +270.7% | +7.0% | +263.7% | +246.0% |
| 10Y | +341.9% | +176.7% | +165.2% | +213.6% |
| All | +338.3% | +170.5% | +167.8% | +209.4% |
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