+1,167.4%
FERG vs SSNC
+1,082.2%
+85.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -10.2% | +6.0% | -16.2% | -11.0% |
| 3M | -0.6% | +21.0% | -21.6% | -3.5% |
| 6M | -6.5% | +12.1% | -18.6% | -8.3% |
| YTD | +4.2% | -3.2% | +7.4% | +4.2% |
| 1Y | -2.3% | -4.4% | +2.1% | -2.1% |
| 3Y | +48.5% | +51.6% | -3.1% | +40.0% |
| 5Y | +72.0% | +21.1% | +50.9% | +64.3% |
| 10Y | +369.9% | +177.7% | +192.2% | +334.1% |
| All | +1,167.4% | +1,082.2% | +85.2% | +1,041.6% |
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