+689.3%
ELV vs SSNC
+1,037.0%
-347.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.5% | -0.1% |
| 7D | -0.3% | -1.8% | +1.5% | +0.3% |
| 30D | +2.0% | +1.9% | +0.1% | +1.3% |
| 3M | -3.5% | +18.4% | -21.9% | -9.2% |
| 6M | +40.2% | +7.0% | +33.2% | +36.1% |
| YTD | +15.8% | -6.9% | +22.8% | +17.4% |
| 1Y | +33.2% | -8.2% | +41.3% | +35.3% |
| 3Y | -6.2% | +50.5% | -56.8% | -21.0% |
| 5Y | +16.4% | +17.4% | -1.0% | +5.4% |
| 10Y | +259.8% | +164.9% | +94.8% | +142.0% |
| All | +689.3% | +1,037.0% | -347.6% | +217.3% |
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 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