-23.6%
FIS vs SSNC
+51.8%
-75.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -3.5% |
| 7D | -3.5% | -1.8% | -1.7% | -2.3% |
| 30D | -7.8% | +1.9% | -9.7% | -8.8% |
| 3M | +0.8% | +18.4% | -17.6% | -9.1% |
| 6M | -21.9% | +7.0% | -28.9% | -25.4% |
| YTD | -39.5% | -6.9% | -32.6% | -37.5% |
| 1Y | -41.0% | -8.2% | -32.8% | -38.7% |
| 3Y | -23.6% | +50.5% | -74.1% | -44.0% |
| All | -23.6% | +51.8% | -75.4% | -44.0% |
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