+547.9%
FAST vs SSNC
+177.4%
+370.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +3.8% | -4.5% | +8.3% | +5.7% |
| 30D | +8.1% | -3.9% | +11.9% | +9.5% |
| 3M | +5.8% | -1.3% | +7.1% | +6.0% |
| 6M | +24.9% | +14.1% | +10.7% | +17.5% |
| YTD | +38.9% | -9.9% | +48.8% | +42.6% |
| 1Y | +36.5% | -6.2% | +42.7% | +37.7% |
| 3Y | +98.1% | +56.1% | +42.1% | +61.1% |
| 5Y | +109.3% | +5.4% | +103.9% | +95.6% |
| 10Y | +547.9% | +172.3% | +375.6% | +389.8% |
| All | +547.9% | +177.4% | +370.5% | +389.8% |
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