+409.3%
EQNR vs SSNC
+173.6%
+235.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | +6.4% | -4.0% | +10.5% | +8.0% |
| 30D | +10.4% | +0.5% | +9.8% | +9.8% |
| 3M | +23.1% | +18.9% | +4.2% | +14.2% |
| 6M | +36.3% | +10.8% | +25.5% | +29.2% |
| YTD | +96.0% | -7.1% | +103.1% | +98.3% |
| 1Y | +94.2% | -9.6% | +103.8% | +98.0% |
| 3Y | +75.3% | +51.1% | +24.2% | +39.3% |
| 5Y | +187.2% | +19.7% | +167.6% | +146.5% |
| All | +409.3% | +173.6% | +235.7% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling