+130.2%
FDS vs SSNC
+186.8%
-56.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +16.0% | -1.9% | +17.9% | +17.1% |
| 3M | +18.8% | -0.2% | +19.0% | +19.1% |
| 6M | +54.1% | +19.4% | +34.7% | +42.4% |
| YTD | +17.0% | -8.1% | +25.1% | +21.9% |
| 1Y | +25.5% | -5.3% | +30.8% | +29.0% |
| 3Y | -23.3% | +56.9% | -80.2% | -37.5% |
| 5Y | -22.6% | +8.0% | -30.7% | -27.1% |
| 10Y | +130.2% | +183.6% | -53.4% | +53.8% |
| All | +130.2% | +186.8% | -56.6% | +53.8% |
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 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