-27.0%
ETHA vs SSNC
+22.8%
-49.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.2% |
| 7D | +3.5% | -4.0% | +7.5% | +5.9% |
| 30D | +35.3% | +0.5% | +34.8% | +34.9% |
| 3M | +50.9% | +18.9% | +31.9% | +34.2% |
| 6M | +22.1% | +10.8% | +11.3% | +13.8% |
| YTD | -14.6% | -7.1% | -7.4% | -8.4% |
| 1Y | -42.8% | -9.6% | -33.2% | -37.2% |
| All | -27.0% | +22.8% | -49.8% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling