+399.8%
FDX vs SSNC
+998.3%
-598.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.4% |
| 7D | -1.6% | -3.3% | +1.7% | -0.2% |
| 30D | +6.6% | -1.3% | +7.9% | +7.0% |
| 3M | -2.1% | -2.3% | +0.3% | -1.3% |
| 6M | +2.2% | +12.6% | -10.5% | -4.2% |
| YTD | +33.9% | -10.1% | +44.0% | +37.6% |
| 1Y | +50.2% | -6.6% | +56.8% | +51.5% |
| 3Y | +65.5% | +54.0% | +11.6% | +32.3% |
| 5Y | +74.1% | +7.0% | +67.1% | +62.1% |
| 10Y | +156.7% | +176.7% | -20.0% | +58.9% |
| All | +399.8% | +998.3% | -598.4% | +67.4% |
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