-40.7%
FIS vs SSNC
+169.0%
-209.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -8.9% | -6.7% | -2.1% | -5.1% |
| 30D | -9.9% | -0.8% | -9.1% | -9.4% |
| 3M | 0.0% | +16.1% | -16.1% | -8.3% |
| 6M | -22.9% | +7.9% | -30.8% | -26.3% |
| YTD | -40.9% | -8.7% | -32.2% | -37.8% |
| 1Y | -40.4% | -9.5% | -30.9% | -37.2% |
| 3Y | -25.4% | +47.7% | -73.0% | -41.1% |
| 5Y | -64.8% | +17.6% | -82.5% | -68.8% |
| All | -40.7% | +169.0% | -209.6% | -61.4% |
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