+533.6%
FFIV vs SSNC
+1,082.2%
-548.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -5.1% | +6.0% | -11.1% | -7.7% |
| 3M | -4.5% | +21.0% | -25.4% | -13.5% |
| 6M | +36.5% | +12.1% | +24.4% | +27.8% |
| YTD | +53.0% | -3.2% | +56.2% | +53.2% |
| 1Y | +24.2% | -4.4% | +28.6% | +24.9% |
| 3Y | +137.2% | +51.6% | +85.6% | +89.7% |
| 5Y | +91.8% | +21.1% | +70.7% | +68.8% |
| 10Y | +215.2% | +177.7% | +37.5% | +78.1% |
| All | +533.6% | +1,082.2% | -548.6% | +53.7% |
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 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