+36.6%
FFIV vs SSNC
-3.9%
+40.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -9.8% | -1.1% | -8.7% | -9.6% |
| 30D | -28.1% | +0.6% | -28.7% | -28.6% |
| 3M | -20.0% | -1.5% | -18.5% | -20.2% |
| 6M | -0.1% | +15.8% | -15.9% | -4.5% |
| YTD | +29.2% | -8.0% | +37.1% | +36.3% |
| 1Y | +36.6% | -5.8% | +42.4% | +42.1% |
| All | +36.6% | -3.9% | +40.5% | +42.1% |
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 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