+4.4%
FE vs SSNC
-5.7%
+10.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +1.4% | -1.6% | -0.3% |
| 30D | +3.9% | -2.6% | +6.5% | +4.1% |
| 3M | -0.1% | -0.6% | +0.5% | +0.1% |
| 6M | +6.1% | +19.9% | -13.8% | +5.8% |
| YTD | +8.1% | -8.2% | +16.2% | +5.8% |
| 1Y | +4.4% | -5.5% | +10.0% | +2.9% |
| All | +4.4% | -5.7% | +10.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling