+25.5%
FDS vs SSNC
-4.9%
+30.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.0% |
| 7D | -2.1% | -0.2% | -2.0% | -2.0% |
| 30D | +16.0% | -1.9% | +17.9% | +17.3% |
| 3M | +18.8% | -0.2% | +19.0% | +18.6% |
| 6M | +54.1% | +19.4% | +34.7% | +31.1% |
| YTD | +17.0% | -8.1% | +25.1% | +18.8% |
| 1Y | +25.5% | -5.3% | +30.8% | +27.1% |
| All | +25.5% | -4.9% | +30.4% | +27.1% |
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