+233.4%
EQX vs SSNC
+96.3%
+137.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.9% |
| 7D | -7.0% | -6.7% | -0.3% | -5.5% |
| 30D | +4.8% | -0.8% | +5.6% | +5.1% |
| 3M | +25.6% | +16.1% | +9.6% | +20.8% |
| 6M | -25.8% | +7.9% | -33.8% | -27.5% |
| YTD | -12.7% | -8.7% | -4.0% | -11.4% |
| 1Y | +14.1% | -9.5% | +23.6% | +15.9% |
| 3Y | +165.7% | +47.7% | +118.1% | +136.3% |
| 5Y | +81.2% | +17.6% | +63.6% | +64.7% |
| All | +233.4% | +96.3% | +137.1% | +373.9% |
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