+371.8%
EMR vs SSNC
+1,082.2%
-710.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -1.5% | +0.6% | -2.2% | -1.8% |
| 30D | -5.6% | +6.0% | -11.7% | -8.1% |
| 3M | +7.9% | +21.0% | -13.0% | -1.5% |
| 6M | +6.0% | +12.1% | -6.1% | -0.2% |
| YTD | +16.4% | -3.2% | +19.7% | +16.4% |
| 1Y | +16.6% | -4.4% | +21.0% | +17.0% |
| 3Y | +62.9% | +51.6% | +11.2% | +33.1% |
| 5Y | +60.1% | +21.1% | +39.0% | +42.0% |
| 10Y | +268.7% | +177.7% | +91.1% | +131.8% |
| All | +371.8% | +1,082.2% | -710.4% | +61.1% |
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