+550.5%
EME vs SSNC
+14.9%
+535.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +0.9% | -6.7% | +7.7% | +3.1% |
| 30D | -8.4% | -0.8% | -7.6% | -8.3% |
| 3M | -3.6% | +16.1% | -19.7% | -9.3% |
| 6M | +3.6% | +7.9% | -4.4% | 0.0% |
| YTD | +22.5% | -8.7% | +31.2% | +26.6% |
| 1Y | +18.2% | -9.5% | +27.7% | +22.4% |
| 3Y | +238.4% | +47.7% | +190.7% | +178.8% |
| 5Y | +550.5% | +17.6% | +532.9% | +455.8% |
| All | +550.5% | +14.9% | +535.6% | +455.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling