+1,086.7%
FLEX vs SSNC
+162.7%
+924.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | +6.4% | -3.9% | +10.2% | +8.8% |
| 30D | -5.9% | -0.2% | -5.7% | -6.2% |
| 3M | -23.5% | +15.9% | -39.4% | -32.3% |
| 6M | +83.7% | +7.5% | +76.3% | +68.7% |
| YTD | +86.5% | -8.2% | +94.7% | +88.5% |
| 1Y | +100.5% | -9.3% | +109.8% | +103.0% |
| 3Y | +469.8% | +48.5% | +421.4% | +299.3% |
| 5Y | +725.7% | +16.0% | +709.6% | +581.4% |
| 10Y | +1,086.7% | +169.2% | +917.6% | +549.6% |
| All | +1,086.7% | +162.7% | +924.0% | +549.6% |
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 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