+660.2%
ET vs SSNC
+1,023.6%
-363.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +1.6% |
| 30D | -2.5% | -3.1% | +0.7% | -1.6% |
| 3M | -4.9% | -2.7% | -2.1% | -4.3% |
| 6M | -0.1% | +23.7% | -23.8% | -9.6% |
| YTD | +26.2% | -8.0% | +34.3% | +27.8% |
| 1Y | +25.2% | -4.7% | +29.9% | +24.6% |
| 3Y | +84.2% | +58.0% | +26.2% | +45.9% |
| 5Y | +216.1% | +8.0% | +208.1% | +188.7% |
| 10Y | +160.7% | +183.8% | -23.1% | +57.9% |
| All | +660.2% | +1,023.6% | -363.3% | +242.8% |
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 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