+102.7%
EQH vs SSNC
+49.3%
+53.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.2% |
| 7D | +0.7% | -4.0% | +4.8% | +3.6% |
| 30D | +2.8% | +0.5% | +2.3% | +2.4% |
| 3M | +23.1% | +18.9% | +4.2% | +7.2% |
| 6M | +41.4% | +10.8% | +30.6% | +30.0% |
| YTD | +14.3% | -7.1% | +21.4% | +21.2% |
| 1Y | +1.6% | -9.6% | +11.2% | +10.3% |
| 3Y | +102.7% | +51.1% | +51.7% | +36.4% |
| All | +102.7% | +49.3% | +53.5% | +36.4% |
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