+206.5%
FITB vs SSNC
+184.6%
+21.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.8% | +2.3% | +0.4% | +1.2% |
| 30D | +9.8% | -3.1% | +12.9% | +11.6% |
| 3M | -5.2% | -2.7% | -2.4% | -4.1% |
| 6M | +17.3% | +23.7% | -6.4% | -0.2% |
| YTD | +19.3% | -8.0% | +27.3% | +22.6% |
| 1Y | +32.7% | -4.7% | +37.4% | +32.9% |
| 3Y | +141.6% | +58.0% | +83.6% | +68.8% |
| 5Y | +48.9% | +8.0% | +40.9% | +33.8% |
| All | +206.5% | +184.6% | +21.9% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling