+421.1%
FDX vs SSNC
+1,082.2%
-661.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -1.3% | +21.0% | -22.3% | -9.9% |
| 6M | +5.0% | +12.1% | -7.1% | -1.2% |
| YTD | +39.6% | -3.2% | +42.9% | +39.2% |
| 1Y | +81.1% | -4.4% | +85.5% | +81.2% |
| 3Y | +63.0% | +51.6% | +11.4% | +31.5% |
| 5Y | +65.6% | +21.1% | +44.5% | +46.3% |
| 10Y | +183.4% | +177.7% | +5.7% | +74.5% |
| All | +421.1% | +1,082.2% | -661.1% | +69.4% |
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