+1,344.7%
EME vs SSNC
+173.6%
+1,171.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | +3.5% | -4.0% | +7.6% | +5.2% |
| 30D | -6.3% | +0.5% | -6.9% | -6.7% |
| 3M | -3.8% | +18.9% | -22.7% | -11.9% |
| 6M | +8.5% | +10.8% | -2.3% | +1.9% |
| YTD | +27.8% | -7.1% | +35.0% | +29.2% |
| 1Y | +22.2% | -9.6% | +31.8% | +24.9% |
| 3Y | +253.5% | +51.1% | +202.4% | +181.7% |
| 5Y | +578.6% | +19.7% | +559.0% | +490.5% |
| All | +1,344.7% | +173.6% | +1,171.1% | +846.4% |
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