+149.8%
FDX vs SSNC
+184.2%
-34.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.8% | +1.4% | -0.6% | +0.1% |
| 30D | +9.9% | -2.6% | +12.5% | +11.1% |
| 3M | -1.9% | -0.6% | -1.3% | -1.9% |
| 6M | +6.1% | +19.9% | -13.8% | -4.2% |
| YTD | +38.8% | -8.2% | +47.0% | +41.8% |
| 1Y | +50.0% | -5.5% | +55.5% | +50.9% |
| 3Y | +71.0% | +56.8% | +14.3% | +30.5% |
| 5Y | +72.5% | +7.8% | +64.7% | +57.8% |
| All | +149.8% | +184.2% | -34.4% | +62.3% |
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