+1,187.9%
FLEX vs SSNC
+1,013.9%
+174.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | -13.6% | -2.5% | -11.1% | -12.3% |
| 30D | -36.5% | -2.7% | -33.8% | -35.9% |
| 3M | -36.4% | -0.8% | -35.6% | -36.8% |
| 6M | -46.5% | +15.5% | -62.0% | -52.2% |
| YTD | +25.9% | -8.8% | +34.8% | +26.3% |
| 1Y | +19.6% | -5.8% | +25.4% | +17.5% |
| 3Y | +287.0% | +55.7% | +231.3% | +183.0% |
| 5Y | +466.6% | +6.7% | +459.9% | +409.4% |
| 10Y | +626.9% | +184.0% | +442.9% | +312.1% |
| All | +1,187.9% | +1,013.9% | +174.0% | +270.1% |
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