+178.8%
FDX vs SSNC
+162.7%
+16.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -2.3% | -3.9% | +1.6% | -0.4% |
| 30D | -4.9% | -0.2% | -4.7% | -4.8% |
| 3M | -6.5% | +15.9% | -22.4% | -13.7% |
| 6M | +6.7% | +7.5% | -0.8% | +1.8% |
| YTD | +33.9% | -8.2% | +42.1% | +37.2% |
| 1Y | +72.2% | -9.3% | +81.5% | +77.1% |
| 3Y | +60.2% | +48.5% | +11.8% | +26.2% |
| 5Y | +62.9% | +16.0% | +46.9% | +44.0% |
| 10Y | +178.8% | +169.2% | +9.6% | +81.7% |
| All | +178.8% | +162.7% | +16.1% | +81.7% |
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