+415.6%
FFIV vs SSNC
+1,000.8%
-585.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -2.1% | -4.5% | +2.4% | 0.0% |
| 30D | -33.8% | -3.9% | -29.9% | -32.8% |
| 3M | -20.6% | -1.3% | -19.3% | -20.6% |
| 6M | -10.2% | +14.1% | -24.4% | -17.1% |
| YTD | +24.5% | -9.9% | +34.4% | +28.2% |
| 1Y | +29.3% | -6.2% | +35.5% | +30.6% |
| 3Y | +103.8% | +56.1% | +47.7% | +60.0% |
| 5Y | +40.9% | +5.4% | +35.5% | +31.7% |
| 10Y | +126.6% | +172.3% | -45.7% | +28.9% |
| All | +415.6% | +1,000.8% | -585.2% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling