+16.8%
FLR vs SSNC
+173.6%
-156.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.1% |
| 7D | -3.5% | -4.0% | +0.6% | -0.5% |
| 30D | +4.2% | +0.5% | +3.6% | +3.4% |
| 3M | +8.1% | +18.9% | -10.9% | -8.2% |
| 6M | +21.5% | +10.8% | +10.7% | +8.3% |
| YTD | +36.8% | -7.1% | +43.9% | +39.1% |
| 1Y | +31.2% | -9.6% | +40.8% | +35.8% |
| 3Y | +53.9% | +51.1% | +2.8% | +2.3% |
| 5Y | +243.0% | +19.7% | +223.4% | +165.7% |
| All | +16.8% | +173.6% | -156.8% | -44.5% |
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