+97.9%
EMB vs SSNC
+1,082.2%
-984.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.3% | +6.0% | -6.3% | -1.0% |
| 3M | -0.4% | +21.0% | -21.4% | -2.6% |
| 6M | +0.1% | +12.1% | -12.0% | -1.4% |
| YTD | +1.6% | -3.2% | +4.8% | +1.6% |
| 1Y | +5.6% | -4.4% | +10.0% | +5.7% |
| 3Y | +29.8% | +51.6% | -21.8% | +22.8% |
| 5Y | +7.3% | +21.1% | -13.8% | +3.1% |
| 10Y | +30.4% | +177.7% | -147.3% | +16.4% |
| All | +97.9% | +1,082.2% | -984.3% | +65.1% |
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