+476.6%
EFX vs SSNC
+1,037.0%
-560.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -1.3% |
| 7D | -7.8% | -1.8% | -6.0% | -7.0% |
| 30D | -5.7% | +1.9% | -7.6% | -6.4% |
| 3M | +2.5% | +18.4% | -15.9% | -4.9% |
| 6M | -16.7% | +7.0% | -23.6% | -19.0% |
| YTD | -20.2% | -6.9% | -13.3% | -17.2% |
| 1Y | -31.4% | -8.2% | -23.2% | -28.5% |
| 3Y | -10.5% | +50.5% | -61.0% | -23.9% |
| 5Y | -35.2% | +17.4% | -52.6% | -39.6% |
| 10Y | +40.2% | +164.9% | -124.8% | -5.3% |
| All | +476.6% | +1,037.0% | -560.4% | +126.5% |
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