+561.5%
FITB vs SSNC
+1,082.2%
-520.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -4.7% | +6.0% | -10.8% | -8.0% |
| 3M | +6.7% | +21.0% | -14.3% | -5.3% |
| 6M | +12.6% | +12.1% | +0.5% | +4.0% |
| YTD | +19.1% | -3.2% | +22.3% | +19.0% |
| 1Y | +22.6% | -4.4% | +27.0% | +23.1% |
| 3Y | +127.1% | +51.6% | +75.5% | +74.2% |
| 5Y | +71.8% | +21.1% | +50.7% | +49.2% |
| 10Y | +287.2% | +177.7% | +109.5% | +119.6% |
| All | +561.5% | +1,082.2% | -520.7% | +85.3% |
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