+418.2%
FDX vs SSNC
+1,013.9%
-595.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +0.5% | -2.5% | +3.0% | +1.6% |
| 30D | +9.5% | -2.7% | +12.2% | +10.6% |
| 3M | -1.3% | -0.8% | -0.5% | -1.2% |
| 6M | +5.5% | +15.5% | -10.0% | -2.1% |
| YTD | +38.9% | -8.8% | +47.7% | +41.8% |
| 1Y | +58.8% | -5.8% | +64.6% | +59.7% |
| 3Y | +71.1% | +55.7% | +15.4% | +36.1% |
| 5Y | +76.3% | +6.7% | +69.6% | +64.4% |
| 10Y | +153.4% | +184.0% | -30.6% | +55.3% |
| All | +418.2% | +1,013.9% | -595.7% | +72.5% |
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