-60.4%
EOSE vs SSNC
+43.0%
-103.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.4% |
| 7D | +14.0% | -6.7% | +20.7% | +20.0% |
| 30D | -5.9% | -0.8% | -5.1% | -5.9% |
| 3M | -34.3% | +16.1% | -50.3% | -43.7% |
| 6M | -37.8% | +7.9% | -45.7% | -44.1% |
| YTD | -65.2% | -8.7% | -56.5% | -64.3% |
| 1Y | -41.9% | -9.5% | -32.4% | -39.8% |
| 3Y | +44.6% | +47.7% | -3.1% | -19.6% |
| 5Y | -69.2% | +17.6% | -86.8% | -77.1% |
| All | -60.4% | +43.0% | -103.4% | -66.6% |
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