+78.0%
FERG vs SSNC
+7.5%
+70.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | +9.7% | +2.3% | +7.4% | +8.6% |
| 30D | +15.0% | -3.1% | +18.1% | +16.4% |
| 3M | +3.8% | -2.7% | +6.5% | +4.6% |
| 6M | +10.6% | +23.7% | -13.1% | -2.0% |
| YTD | +17.0% | -8.0% | +25.0% | +20.7% |
| 1Y | +7.1% | -4.7% | +11.8% | +8.2% |
| 3Y | +67.7% | +58.0% | +9.8% | +21.9% |
| All | +78.0% | +7.5% | +70.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling