+273.7%
ELV vs SSNC
+173.6%
+100.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +3.2% | -4.0% | +7.2% | +4.7% |
| 30D | +5.4% | +0.5% | +4.8% | +5.1% |
| 3M | +5.4% | +18.9% | -13.6% | -1.7% |
| 6M | +45.7% | +10.8% | +34.9% | +39.2% |
| YTD | +21.2% | -7.1% | +28.3% | +23.2% |
| 1Y | +35.6% | -9.6% | +45.2% | +38.9% |
| 3Y | -2.0% | +51.1% | -53.1% | -19.7% |
| 5Y | +26.0% | +19.7% | +6.3% | +11.7% |
| All | +273.7% | +173.6% | +100.2% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling