+661.0%
ET vs SSNC
+1,021.7%
-360.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | +1.4% | +1.7% | +2.5% |
| 30D | -3.5% | -2.6% | -0.8% | -2.8% |
| 3M | -5.6% | -0.6% | -5.0% | -5.9% |
| 6M | +0.5% | +19.9% | -19.4% | -7.9% |
| YTD | +26.3% | -8.2% | +34.5% | +28.0% |
| 1Y | +25.7% | -5.5% | +31.2% | +25.6% |
| 3Y | +85.1% | +56.8% | +28.3% | +47.1% |
| 5Y | +216.4% | +7.8% | +208.6% | +189.2% |
| 10Y | +160.9% | +183.3% | -22.4% | +58.2% |
| All | +661.0% | +1,021.7% | -360.7% | +243.4% |
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