+2,818.4%
FICO vs SSNC
+1,013.9%
+1,804.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | +0.9% | -2.5% | +3.4% | +2.4% |
| 30D | +9.4% | -2.7% | +12.2% | +11.2% |
| 3M | -30.4% | -0.8% | -29.6% | -29.8% |
| 6M | -35.1% | +15.5% | -50.6% | -40.5% |
| YTD | -56.8% | -8.8% | -48.0% | -54.3% |
| 1Y | -58.4% | -5.8% | -52.6% | -56.9% |
| 3Y | -26.7% | +55.7% | -82.4% | -43.9% |
| 5Y | +88.0% | +6.7% | +81.3% | +76.7% |
| 10Y | +545.7% | +184.0% | +361.7% | +263.3% |
| All | +2,818.4% | +1,013.9% | +1,804.5% | +647.2% |
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