+1,323.1%
FERG vs SSNC
+1,023.6%
+299.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +9.7% | +2.3% | +7.4% | +9.4% |
| 30D | +15.0% | -3.1% | +18.1% | +15.5% |
| 3M | +3.8% | -2.7% | +6.5% | +4.1% |
| 6M | +10.6% | +23.7% | -13.1% | +6.9% |
| YTD | +17.0% | -8.0% | +25.0% | +17.8% |
| 1Y | +7.1% | -4.7% | +11.8% | +7.3% |
| 3Y | +67.7% | +58.0% | +9.8% | +57.5% |
| 5Y | +76.4% | +8.0% | +68.4% | +70.1% |
| 10Y | +424.2% | +183.8% | +240.4% | +386.3% |
| All | +1,323.1% | +1,023.6% | +299.5% | +1,190.3% |
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