+126.9%
FFIV vs SSNC
+174.0%
-47.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -4.2% | -2.5% | -1.6% | -3.0% |
| 30D | -33.9% | -2.7% | -31.1% | -33.3% |
| 3M | -22.6% | -0.8% | -21.8% | -22.8% |
| 6M | -10.4% | +15.5% | -25.9% | -17.7% |
| YTD | +24.3% | -8.8% | +33.1% | +27.5% |
| 1Y | +31.8% | -5.8% | +37.6% | +33.0% |
| 3Y | +99.5% | +55.7% | +43.8% | +56.0% |
| 5Y | +40.7% | +6.7% | +34.1% | +29.9% |
| 10Y | +126.9% | +184.0% | -57.1% | +46.5% |
| All | +126.9% | +174.0% | -47.1% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling