-69.6%
EOSE vs SSNC
+19.2%
-88.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.3% |
| 7D | +1.8% | -4.0% | +5.8% | +4.7% |
| 30D | -6.8% | +0.5% | -7.4% | -7.8% |
| 3M | -36.3% | +18.9% | -55.2% | -46.2% |
| 6M | -38.8% | +10.8% | -49.6% | -45.9% |
| YTD | -65.5% | -7.1% | -58.4% | -64.8% |
| 1Y | -45.3% | -9.6% | -35.7% | -42.5% |
| 3Y | +44.2% | +51.1% | -6.9% | -22.6% |
| All | -69.6% | +19.2% | -88.8% | -76.2% |
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