+180.3%
EQT vs SSNC
+1,034.4%
-854.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -2.0% | -4.0% | +2.0% | -0.8% |
| 30D | 0.0% | +0.5% | -0.5% | -0.2% |
| 3M | +5.9% | +18.9% | -13.0% | +0.1% |
| 6M | -14.8% | +10.8% | -25.6% | -18.0% |
| YTD | +1.8% | -7.1% | +8.9% | +2.8% |
| 1Y | +7.4% | -9.6% | +17.0% | +9.2% |
| 3Y | +33.6% | +51.1% | -17.4% | +15.4% |
| 5Y | +199.3% | +19.7% | +179.7% | +174.3% |
| 10Y | +50.0% | +172.3% | -122.3% | +2.1% |
| All | +180.3% | +1,034.4% | -854.1% | +11.4% |
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 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