+444.2%
ETR vs SSNC
+1,023.6%
-579.4%
-42.0%
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% | -0.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.6% |
| 30D | +7.0% | -3.1% | +10.1% | +7.7% |
| 3M | +4.6% | -2.7% | +7.3% | +5.0% |
| 6M | +0.1% | +23.7% | -23.6% | -5.3% |
| YTD | +23.2% | -8.0% | +31.2% | +24.3% |
| 1Y | +20.6% | -4.7% | +25.3% | +20.5% |
| 3Y | +156.3% | +58.0% | +98.3% | +125.0% |
| 5Y | +159.6% | +8.0% | +151.7% | +146.2% |
| 10Y | +377.1% | +183.8% | +193.3% | +266.4% |
| All | +444.2% | +1,023.6% | -579.4% | +206.4% |
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 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