-66.1%
FIS vs SSNC
+15.9%
-82.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.5% |
| 7D | -9.1% | -3.9% | -5.2% | -6.4% |
| 30D | -10.4% | -0.2% | -10.3% | -10.2% |
| 3M | -3.7% | +15.9% | -19.6% | -13.2% |
| 6M | -24.8% | +7.5% | -32.2% | -28.6% |
| YTD | -41.6% | -8.2% | -33.3% | -38.2% |
| 1Y | -42.7% | -9.3% | -33.4% | -39.1% |
| 3Y | -26.2% | +48.5% | -74.7% | -46.9% |
| 5Y | -66.1% | +16.0% | -82.1% | -72.1% |
| All | -66.1% | +15.9% | -82.0% | -72.1% |
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