+67.1%
FDX vs SSNC
+21.4%
+45.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.5% | +0.6% | -3.2% | -2.8% |
| 30D | +3.8% | +6.0% | -2.2% | +1.0% |
| 3M | -1.3% | +21.0% | -22.3% | -10.3% |
| 6M | +5.0% | +12.1% | -7.1% | -1.1% |
| YTD | +39.6% | -3.2% | +42.9% | +41.2% |
| 1Y | +81.1% | -4.4% | +85.5% | +83.9% |
| 3Y | +63.0% | +51.6% | +11.4% | +24.7% |
| All | +67.1% | +21.4% | +45.7% | +44.2% |
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