+96.1%
EFV vs SSNC
+14.9%
+81.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.0% | -6.7% | +4.7% | +0.1% |
| 30D | -0.2% | -0.8% | +0.6% | 0.0% |
| 3M | +9.1% | +16.1% | -6.9% | +3.5% |
| 6M | +11.7% | +7.9% | +3.8% | +8.4% |
| YTD | +17.0% | -8.7% | +25.8% | +20.1% |
| 1Y | +26.7% | -9.5% | +36.2% | +30.2% |
| 3Y | +90.2% | +47.7% | +42.5% | +57.9% |
| 5Y | +96.1% | +17.6% | +78.5% | +72.6% |
| All | +96.1% | +14.9% | +81.2% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling