-99.1%
FCEL vs SSNC
+173.6%
-272.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.7% |
| 7D | +6.3% | -4.0% | +10.3% | +9.0% |
| 30D | -26.7% | +0.5% | -27.2% | -27.7% |
| 3M | -10.2% | +18.9% | -29.1% | -25.3% |
| 6M | +123.5% | +10.8% | +112.7% | +92.0% |
| YTD | +117.4% | -7.1% | +124.5% | +113.8% |
| 1Y | +146.0% | -9.6% | +155.6% | +149.5% |
| 3Y | -61.9% | +51.1% | -113.0% | -75.4% |
| 5Y | -90.5% | +19.7% | -110.2% | -92.4% |
| All | -99.1% | +173.6% | -272.7% | -99.7% |
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