-2.1%
EME vs SSNC
-3.9%
+1.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -10.1% |
| 7D | -5.8% | -1.1% | -4.6% | -6.1% |
| 30D | -17.9% | +0.6% | -18.5% | -17.4% |
| 3M | -22.0% | -1.5% | -20.5% | -21.9% |
| 6M | -29.7% | +15.8% | -45.5% | -25.5% |
| YTD | +4.7% | -8.0% | +12.7% | +11.4% |
| 1Y | -2.1% | -5.8% | +3.7% | +2.3% |
| All | -2.1% | -3.9% | +1.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling