+282.0%
FITB vs SSNC
+169.0%
+113.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -1.0% | -6.7% | +5.8% | +3.6% |
| 30D | -5.5% | -0.8% | -4.7% | -5.2% |
| 3M | +4.1% | +16.1% | -11.9% | -6.8% |
| 6M | +18.7% | +7.9% | +10.8% | +11.0% |
| YTD | +18.2% | -8.7% | +26.9% | +22.6% |
| 1Y | +23.7% | -9.5% | +33.2% | +28.7% |
| 3Y | +130.8% | +47.7% | +83.1% | +70.3% |
| 5Y | +69.8% | +17.6% | +52.1% | +45.0% |
| All | +282.0% | +169.0% | +113.0% | +129.4% |
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