+313.8%
ELF vs SSNC
+191.2%
+122.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +5.4% | +0.6% | +4.7% | +5.0% |
| 30D | +27.0% | +6.0% | +20.9% | +23.5% |
| 3M | +113.2% | +21.0% | +92.2% | +94.1% |
| 6M | +36.6% | +12.1% | +24.5% | +28.7% |
| YTD | +44.2% | -3.2% | +47.5% | +44.8% |
| 1Y | -18.0% | -4.4% | -13.6% | -17.0% |
| 3Y | -19.9% | +51.6% | -71.5% | -36.0% |
| 5Y | +257.7% | +21.1% | +236.6% | +215.4% |
| All | +313.8% | +191.2% | +122.7% | +182.9% |
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