-60.3%
FCEL vs SSNC
+47.5%
-107.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.3% |
| 7D | +15.1% | -3.9% | +19.0% | +16.0% |
| 30D | -16.4% | -0.2% | -16.3% | -16.9% |
| 3M | -5.3% | +15.9% | -21.2% | -12.1% |
| 6M | +124.5% | +7.5% | +117.1% | +118.1% |
| YTD | +126.7% | -8.2% | +134.9% | +150.8% |
| 1Y | +219.9% | -9.3% | +229.2% | +261.2% |
| All | -60.3% | +47.5% | -107.8% | -82.8% |
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 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