-99.1%
FCEL vs SSNC
+184.6%
-283.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.7% |
| 7D | -2.8% | +2.3% | -5.1% | -4.4% |
| 30D | -31.6% | -3.1% | -28.5% | -30.6% |
| 3M | -52.4% | -2.7% | -49.7% | -52.5% |
| 6M | -51.4% | +23.7% | -75.1% | -61.9% |
| YTD | +32.4% | -8.0% | +40.5% | +29.4% |
| 1Y | +37.5% | -4.7% | +42.2% | +30.6% |
| 3Y | -69.3% | +58.0% | -127.3% | -81.4% |
| 5Y | -97.1% | +8.0% | -105.1% | -97.6% |
| All | -99.1% | +184.6% | -283.8% | -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