+100.7%
ET vs SSNC
+47.5%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +0.6% | -3.9% | +4.5% | +1.5% |
| 30D | +5.3% | -0.2% | +5.5% | +5.2% |
| 3M | +15.6% | +15.9% | -0.3% | +11.5% |
| 6M | +20.6% | +7.5% | +13.2% | +18.6% |
| YTD | +38.5% | -8.2% | +46.7% | +42.8% |
| 1Y | +35.7% | -9.3% | +45.1% | +40.5% |
| All | +100.7% | +47.5% | +53.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling