+300.8%
FISV vs SSNC
+1,037.0%
-736.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -2.3% |
| 7D | -1.6% | -1.8% | +0.2% | -0.7% |
| 30D | -3.0% | +1.9% | -4.9% | -3.7% |
| 3M | -3.5% | +18.4% | -21.9% | -10.7% |
| 6M | -19.4% | +7.0% | -26.4% | -21.8% |
| YTD | -24.3% | -6.9% | -17.3% | -21.8% |
| 1Y | -62.4% | -8.2% | -54.2% | -60.6% |
| 3Y | -58.2% | +50.5% | -108.7% | -65.0% |
| 5Y | -56.5% | +17.4% | -73.9% | -59.9% |
| 10Y | -0.5% | +164.9% | -165.5% | -33.0% |
| All | +300.8% | +1,037.0% | -736.2% | +72.6% |
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