+290.1%
ETR vs SSNC
+173.6%
+116.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -1.8% | -4.0% | +2.2% | -0.7% |
| 30D | -1.8% | +0.5% | -2.3% | -2.0% |
| 3M | -3.6% | +18.9% | -22.5% | -8.8% |
| 6M | +2.6% | +10.8% | -8.2% | -1.2% |
| YTD | +16.0% | -7.1% | +23.2% | +17.4% |
| 1Y | +20.1% | -9.6% | +29.7% | +22.4% |
| 3Y | +143.6% | +51.1% | +92.5% | +108.3% |
| 5Y | +124.4% | +19.7% | +104.7% | +102.6% |
| All | +290.1% | +173.6% | +116.5% | +184.1% |
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