-20.7%
FDS vs SSNC
+18.8%
-39.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.1% |
| 7D | -5.4% | -1.8% | -3.6% | -4.3% |
| 30D | +1.6% | +1.9% | -0.3% | +0.7% |
| 3M | +17.7% | +18.4% | -0.6% | +7.4% |
| 6M | +29.1% | +7.0% | +22.1% | +24.2% |
| YTD | +1.0% | -6.9% | +7.9% | +4.0% |
| 1Y | -21.6% | -8.2% | -13.5% | -18.9% |
| 3Y | -30.1% | +50.5% | -80.6% | -43.3% |
| 5Y | -20.7% | +17.4% | -38.1% | -28.2% |
| All | -20.7% | +18.8% | -39.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling