+91.0%
FICO vs SSNC
+7.9%
+83.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -31.3% | -0.6% | -30.7% | -30.8% |
| 6M | -33.9% | +19.9% | -53.8% | -41.9% |
| YTD | -57.6% | -8.2% | -49.4% | -55.2% |
| 1Y | -59.7% | -5.5% | -54.1% | -58.2% |
| 3Y | -28.0% | +56.8% | -84.8% | -48.2% |
| 5Y | +91.0% | +7.8% | +83.2% | +73.7% |
| All | +91.0% | +7.9% | +83.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling