+100.0%
FAST vs SSNC
+57.7%
+42.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | +1.4% | +3.7% | +4.6% |
| 30D | +8.6% | -2.6% | +11.2% | +9.3% |
| 3M | +6.9% | -0.6% | +7.5% | +6.8% |
| 6M | +29.6% | +19.9% | +9.7% | +21.0% |
| YTD | +41.4% | -8.2% | +49.6% | +46.6% |
| 1Y | +38.5% | -5.5% | +44.1% | +41.5% |
| All | +100.0% | +57.7% | +42.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling