+1,148.7%
FAST vs SSNC
+1,082.2%
+66.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -0.8% | +6.0% | -6.8% | -3.0% |
| 3M | +5.8% | +21.0% | -15.2% | -1.9% |
| 6M | +8.0% | +12.1% | -4.1% | +2.7% |
| YTD | +25.6% | -3.2% | +28.9% | +25.6% |
| 1Y | +0.8% | -4.4% | +5.2% | +1.1% |
| 3Y | +86.1% | +51.6% | +34.5% | +55.7% |
| 5Y | +100.2% | +21.1% | +79.1% | +79.8% |
| 10Y | +494.2% | +177.7% | +316.5% | +283.8% |
| All | +1,148.7% | +1,082.2% | +66.5% | +365.6% |
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 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