+92.6%
FFIV vs SSNC
+18.8%
+73.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.7% |
| 7D | -1.5% | -1.8% | +0.2% | -0.7% |
| 30D | -2.7% | +1.9% | -4.6% | -3.8% |
| 3M | -1.7% | +18.4% | -20.0% | -10.9% |
| 6M | +36.1% | +7.0% | +29.2% | +30.2% |
| YTD | +52.6% | -6.9% | +59.6% | +57.4% |
| 1Y | +21.5% | -8.2% | +29.7% | +26.1% |
| 3Y | +142.7% | +50.5% | +92.2% | +84.2% |
| 5Y | +92.6% | +17.4% | +75.2% | +69.7% |
| All | +92.6% | +18.8% | +73.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling