-40.4%
FIS vs SSNC
-9.9%
-30.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -8.9% | -6.7% | -2.1% | -4.0% |
| 30D | -9.9% | -0.8% | -9.1% | -9.2% |
| 3M | 0.0% | +16.1% | -16.1% | -10.1% |
| 6M | -22.9% | +7.9% | -30.8% | -27.1% |
| YTD | -40.9% | -8.7% | -32.2% | -37.7% |
| 1Y | -40.4% | -9.5% | -30.9% | -36.4% |
| All | -40.4% | -9.9% | -30.6% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling