+31.6%
FDS vs SSNC
-3.9%
+35.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +4.4% |
| 7D | +9.4% | -1.1% | +10.6% | +10.6% |
| 30D | +23.8% | +0.6% | +23.2% | +22.2% |
| 3M | +25.1% | -1.5% | +26.6% | +26.3% |
| 6M | +53.8% | +15.8% | +38.0% | +34.0% |
| YTD | +19.6% | -8.0% | +27.5% | +22.1% |
| 1Y | +31.6% | -5.8% | +37.5% | +34.1% |
| All | +31.6% | -3.9% | +35.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling