+31.8%
FFIV vs SSNC
-5.1%
+36.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -4.2% | -2.5% | -1.6% | -3.7% |
| 30D | -33.9% | -2.7% | -31.1% | -33.8% |
| 3M | -22.6% | -0.8% | -21.8% | -23.0% |
| 6M | -10.4% | +15.5% | -25.9% | -14.5% |
| YTD | +24.3% | -8.8% | +33.1% | +32.2% |
| 1Y | +31.8% | -5.8% | +37.6% | +37.5% |
| All | +31.8% | -5.1% | +36.9% | +37.5% |
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 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