+3,305.6%
EME vs SSNC
+1,037.0%
+2,268.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +4.1% |
| 7D | +5.2% | -1.8% | +6.9% | +5.8% |
| 30D | -5.4% | +1.9% | -7.3% | -6.3% |
| 3M | -6.1% | +18.4% | -24.5% | -14.1% |
| 6M | +9.7% | +7.0% | +2.7% | +4.3% |
| YTD | +26.6% | -6.9% | +33.5% | +27.2% |
| 1Y | +24.6% | -8.2% | +32.8% | +25.8% |
| 3Y | +249.6% | +50.5% | +199.1% | +179.3% |
| 5Y | +556.6% | +17.4% | +539.2% | +476.3% |
| 10Y | +1,286.6% | +164.9% | +1,121.7% | +708.9% |
| All | +3,305.6% | +1,037.0% | +2,268.6% | +811.3% |
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 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