+212.3%
EFA vs SSNC
+1,021.3%
-809.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.5% | -3.9% | +3.4% | +0.9% |
| 30D | -1.3% | -0.2% | -1.2% | -1.4% |
| 3M | +5.2% | +15.9% | -10.7% | -0.6% |
| 6M | +9.4% | +7.5% | +1.9% | +5.7% |
| YTD | +12.7% | -8.2% | +20.9% | +14.7% |
| 1Y | +19.3% | -9.3% | +28.6% | +21.6% |
| 3Y | +66.3% | +48.5% | +17.9% | +40.9% |
| 5Y | +53.4% | +16.0% | +37.3% | +39.9% |
| 10Y | +144.4% | +169.2% | -24.7% | +60.3% |
| All | +212.3% | +1,021.3% | -809.0% | +17.1% |
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 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