-29.1%
FICO vs SSNC
+57.7%
-86.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.4% | +1.4% | +0.1% | +0.5% |
| 30D | -0.8% | -2.6% | +1.9% | +0.9% |
| 3M | -31.3% | -0.6% | -30.7% | -30.8% |
| 6M | -33.9% | +19.9% | -53.8% | -41.7% |
| YTD | -57.6% | -8.2% | -49.4% | -55.7% |
| 1Y | -59.7% | -5.5% | -54.1% | -58.5% |
| All | -29.1% | +57.7% | -86.9% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling