+26.4%
ET vs SSNC
-3.9%
+30.3%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.6% |
| 7D | -6.0% | -1.1% | -4.9% | -6.1% |
| 30D | -6.1% | +0.6% | -6.7% | -6.3% |
| 3M | -2.7% | -1.5% | -1.2% | -2.9% |
| 6M | +0.2% | +15.8% | -15.6% | +0.6% |
| YTD | +24.3% | -8.0% | +32.3% | +21.7% |
| 1Y | +26.4% | -5.8% | +32.2% | +23.8% |
| All | +26.4% | -3.9% | +30.3% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling