-32.7%
EOSE vs SSNC
+7.0%
-39.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -4.3% |
| 7D | +15.0% | -3.9% | +18.8% | +12.4% |
| 30D | +2.5% | -0.2% | +2.6% | +2.3% |
| 3M | -33.7% | +15.9% | -49.6% | -24.3% |
| 6M | -32.7% | +7.5% | -40.2% | -22.1% |
| All | -32.7% | +7.0% | -39.7% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling