+34.3%
FANG vs SSNC
-3.9%
+38.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -5.2% |
| 7D | -11.3% | -1.1% | -10.2% | -11.5% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | -4.2% | -1.5% | -2.7% | -4.6% |
| 6M | -13.5% | +15.8% | -29.3% | -11.1% |
| YTD | +23.7% | -8.0% | +31.7% | +21.9% |
| 1Y | +34.3% | -5.8% | +40.2% | +32.6% |
| All | +34.3% | -3.9% | +38.3% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling