+499.7%
FICO vs SSNC
+172.0%
+327.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -0.9% | -3.3% | +2.4% | +1.4% |
| 30D | +3.3% | -1.3% | +4.6% | +4.2% |
| 3M | -31.7% | -2.3% | -29.4% | -30.3% |
| 6M | -34.0% | +12.6% | -46.6% | -39.4% |
| YTD | -58.3% | -10.1% | -48.2% | -55.2% |
| 1Y | -57.9% | -6.6% | -51.4% | -56.0% |
| 3Y | -24.1% | +54.0% | -78.0% | -44.7% |
| 5Y | +85.3% | +7.0% | +78.3% | +70.5% |
| All | +499.7% | +172.0% | +327.6% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling