+1,440.5%
FANG vs SSNC
+637.8%
+802.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | +2.9% | -4.0% | +6.9% | +5.0% |
| 30D | +2.6% | +0.5% | +2.1% | +2.1% |
| 3M | +7.6% | +18.9% | -11.4% | -2.9% |
| 6M | +17.3% | +10.8% | +6.5% | +8.9% |
| YTD | +38.7% | -7.1% | +45.8% | +40.1% |
| 1Y | +51.6% | -9.6% | +61.3% | +54.8% |
| 3Y | +50.0% | +51.1% | -1.1% | +12.9% |
| 5Y | +237.6% | +19.7% | +217.9% | +182.8% |
| 10Y | +180.7% | +172.3% | +8.4% | +61.5% |
| All | +1,440.5% | +637.8% | +802.7% | +479.2% |
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