+396.1%
FDS vs SSNC
+1,082.2%
-686.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.0% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +9.0% | +6.0% | +3.0% | +6.4% |
| 3M | +18.9% | +21.0% | -2.1% | +10.0% |
| 6M | +35.1% | +12.1% | +23.0% | +29.3% |
| YTD | +5.5% | -3.2% | +8.7% | +7.2% |
| 1Y | -16.8% | -4.4% | -12.4% | -15.2% |
| 3Y | -28.1% | +51.6% | -79.7% | -39.3% |
| 5Y | -17.4% | +21.1% | -38.5% | -25.0% |
| 10Y | +85.4% | +177.7% | -92.2% | +19.6% |
| All | +396.1% | +1,082.2% | -686.1% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling