+532.1%
EFX vs SSNC
+1,023.6%
-491.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.8% |
| 30D | +25.1% | -3.1% | +28.2% | +27.1% |
| 3M | +1.7% | -2.7% | +4.4% | +3.3% |
| 6M | +18.4% | +23.7% | -5.3% | +7.8% |
| YTD | -12.5% | -8.0% | -4.5% | -8.6% |
| 1Y | -8.1% | -4.7% | -3.4% | -5.5% |
| 3Y | +4.8% | +58.0% | -53.2% | -12.5% |
| 5Y | -30.1% | +8.0% | -38.1% | -32.6% |
| 10Y | +81.5% | +183.8% | -102.4% | +20.3% |
| All | +532.1% | +1,023.6% | -491.5% | +150.0% |
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