+727.5%
ET vs SSNC
+1,082.2%
-354.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +7.5% | +6.0% | +1.4% | +4.9% |
| 3M | +11.4% | +21.0% | -9.6% | +2.4% |
| 6M | +18.5% | +12.1% | +6.4% | +11.9% |
| YTD | +37.4% | -3.2% | +40.6% | +36.9% |
| 1Y | +30.9% | -4.4% | +35.3% | +30.6% |
| 3Y | +98.7% | +51.6% | +47.1% | +61.0% |
| 5Y | +230.7% | +21.1% | +209.6% | +188.7% |
| 10Y | +175.6% | +177.7% | -2.1% | +68.8% |
| All | +727.5% | +1,082.2% | -354.7% | +267.3% |
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