+652.8%
FLEX vs SSNC
+184.4%
+468.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.5% |
| 30D | -32.6% | -1.9% | -30.7% | -32.3% |
| 3M | -35.5% | -0.2% | -35.3% | -36.3% |
| 6M | -45.6% | +19.4% | -65.0% | -53.5% |
| YTD | +30.7% | -8.1% | +38.8% | +30.9% |
| 1Y | +28.4% | -5.3% | +33.6% | +25.6% |
| 3Y | +301.7% | +56.9% | +244.7% | +167.2% |
| 5Y | +473.3% | +8.0% | +465.2% | +395.1% |
| All | +652.8% | +184.4% | +468.4% | +302.3% |
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 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