-10.5%
FFIV vs SSNC
+18.4%
-29.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | -33.3% | -2.6% | -30.7% | -33.5% |
| 3M | -24.9% | -0.6% | -24.3% | -25.0% |
| 6M | -10.5% | +19.9% | -30.4% | -10.4% |
| All | -10.5% | +18.4% | -29.0% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling