-13.0%
EFX vs SSNC
+47.5%
-60.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -0.9% |
| 7D | -9.4% | -3.9% | -5.5% | -6.2% |
| 30D | -6.9% | -0.2% | -6.7% | -6.6% |
| 3M | +0.1% | +15.9% | -15.8% | -11.6% |
| 6M | -17.3% | +7.5% | -24.8% | -22.2% |
| YTD | -21.8% | -8.2% | -13.6% | -16.2% |
| 1Y | -32.5% | -9.3% | -23.2% | -27.0% |
| All | -13.0% | +47.5% | -60.5% | -40.4% |
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 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