+93.1%
EMB vs SSNC
+1,021.7%
-928.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | +0.5% | -2.6% | +3.2% | +0.8% |
| 3M | -2.5% | -0.6% | -1.9% | -2.5% |
| 6M | -2.0% | +19.9% | -21.9% | -4.2% |
| YTD | -0.9% | -8.2% | +7.3% | -0.3% |
| 1Y | -0.3% | -5.5% | +5.2% | -0.1% |
| 3Y | +29.2% | +56.8% | -27.6% | +21.7% |
| 5Y | +7.4% | +7.8% | -0.4% | +4.5% |
| 10Y | +35.8% | +183.3% | -147.6% | +21.4% |
| All | +93.1% | +1,021.7% | -928.6% | +61.9% |
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