+89.6%
EFV vs SSNC
+49.3%
+40.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -0.8% | -4.0% | +3.2% | +0.1% |
| 30D | +0.6% | +0.5% | +0.1% | +0.5% |
| 3M | +7.5% | +18.9% | -11.4% | +2.9% |
| 6M | +13.0% | +10.8% | +2.2% | +10.1% |
| YTD | +18.3% | -7.1% | +25.5% | +21.1% |
| 1Y | +26.7% | -9.6% | +36.3% | +30.9% |
| 3Y | +89.6% | +51.1% | +38.5% | +61.3% |
| All | +89.6% | +49.3% | +40.3% | +61.3% |
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