+415.5%
EMR vs SSNC
+1,023.6%
-608.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +2.8% | +2.3% | +0.5% | +1.8% |
| 30D | +3.7% | -3.1% | +6.8% | +4.7% |
| 3M | +2.0% | -2.7% | +4.8% | +2.7% |
| 6M | +22.1% | +23.7% | -1.6% | +9.7% |
| YTD | +27.2% | -8.0% | +35.3% | +29.4% |
| 1Y | +32.0% | -4.7% | +36.7% | +32.2% |
| 3Y | +103.3% | +58.0% | +45.3% | +62.5% |
| 5Y | +88.2% | +8.0% | +80.2% | +74.7% |
| 10Y | +280.4% | +183.8% | +96.6% | +137.8% |
| All | +415.5% | +1,023.6% | -608.1% | +79.1% |
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