-21.4%
FDS vs SSNC
-9.4%
-12.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.2% |
| 7D | -8.8% | -3.9% | -4.9% | -5.5% |
| 30D | -1.4% | -0.2% | -1.2% | -1.0% |
| 3M | +13.9% | +15.9% | -2.0% | +0.5% |
| 6M | +27.4% | +7.5% | +19.9% | +18.4% |
| YTD | -2.5% | -8.2% | +5.8% | -0.5% |
| All | -21.4% | -9.4% | -12.0% | -18.9% |
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