+109.2%
FE vs SSNC
+164.2%
-55.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | -2.1% | +1.9% | -4.1% | -2.7% |
| 3M | +2.6% | +18.4% | -15.8% | -2.3% |
| 6M | -6.8% | +7.0% | -13.7% | -9.0% |
| YTD | +6.9% | -6.9% | +13.8% | +8.1% |
| 1Y | +11.6% | -8.2% | +19.7% | +13.0% |
| 3Y | +47.7% | +50.5% | -2.8% | +27.6% |
| 5Y | +46.2% | +17.4% | +28.8% | +33.5% |
| 10Y | +109.2% | +164.9% | -55.7% | +53.9% |
| All | +109.2% | +164.2% | -55.0% | +53.9% |
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