+428.1%
ETR vs SSNC
+1,037.0%
-608.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.1% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | +1.9% | +1.9% | 0.0% | +1.3% |
| 3M | +1.0% | +18.4% | -17.4% | -3.3% |
| 6M | +4.8% | +7.0% | -2.1% | +2.6% |
| YTD | +19.5% | -6.9% | +26.5% | +20.5% |
| 1Y | +28.1% | -8.2% | +36.3% | +29.3% |
| 3Y | +151.1% | +50.5% | +100.6% | +123.4% |
| 5Y | +125.2% | +17.4% | +107.8% | +109.6% |
| 10Y | +291.1% | +164.9% | +126.2% | +203.6% |
| All | +428.1% | +1,037.0% | -608.8% | +197.0% |
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