+156.3%
ETR vs SSNC
+58.0%
+98.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.8% |
| 30D | +7.0% | -3.1% | +10.1% | +7.4% |
| 3M | +4.6% | -2.7% | +7.3% | +4.9% |
| 6M | +0.1% | +23.7% | -23.6% | -3.7% |
| YTD | +23.2% | -8.0% | +31.2% | +26.7% |
| 1Y | +20.6% | -4.7% | +25.3% | +22.5% |
| 3Y | +156.3% | +58.0% | +98.3% | +108.4% |
| All | +156.3% | +58.0% | +98.3% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling