+62.2%
FIS vs SSNC
+1,021.7%
-959.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -3.5% | +1.4% | -4.9% | -4.1% |
| 30D | -19.4% | -2.6% | -16.8% | -18.2% |
| 3M | -31.6% | -0.6% | -31.0% | -31.1% |
| 6M | -32.5% | +19.9% | -52.4% | -38.0% |
| YTD | -56.0% | -8.2% | -47.8% | -54.1% |
| 1Y | -55.5% | -5.5% | -50.0% | -54.2% |
| 3Y | -41.3% | +56.8% | -98.1% | -52.6% |
| 5Y | -72.3% | +7.8% | -80.1% | -73.6% |
| 10Y | -55.0% | +183.3% | -238.3% | -71.0% |
| All | +62.2% | +1,021.7% | -959.5% | -37.0% |
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 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