+449.4%
FLEX vs SSNC
+56.7%
+392.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -10.1% | +6.0% | -16.2% | -11.2% |
| 3M | -31.3% | +21.0% | -52.3% | -33.9% |
| 6M | +71.3% | +12.1% | +59.2% | +70.0% |
| YTD | +81.2% | -3.2% | +84.5% | +93.0% |
| 1Y | +98.5% | -4.4% | +102.9% | +112.4% |
| All | +449.4% | +56.7% | +392.7% | +354.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling