+76.4%
FDS vs SSNC
+162.7%
-86.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | -8.8% | -3.9% | -4.9% | -7.0% |
| 30D | -1.4% | -0.2% | -1.2% | -1.1% |
| 3M | +13.9% | +15.9% | -2.0% | +6.5% |
| 6M | +27.4% | +7.5% | +19.9% | +23.6% |
| YTD | -2.5% | -8.2% | +5.8% | +1.6% |
| 1Y | -23.8% | -9.3% | -14.4% | -20.3% |
| 3Y | -32.5% | +48.5% | -80.9% | -43.5% |
| 5Y | -23.2% | +16.0% | -39.2% | -29.8% |
| 10Y | +76.4% | +169.2% | -92.8% | +21.5% |
| All | +76.4% | +162.7% | -86.3% | +21.5% |
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