+36.5%
FLR vs SSNC
+58.0%
-21.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +5.4% | +2.3% | +3.1% | +4.6% |
| 30D | +2.8% | -3.1% | +5.9% | +3.3% |
| 3M | -6.4% | -2.7% | -3.7% | -6.2% |
| 6M | +8.8% | +23.7% | -14.9% | -4.0% |
| YTD | +23.6% | -8.0% | +31.6% | +30.6% |
| 1Y | +13.8% | -4.7% | +18.5% | +17.2% |
| 3Y | +36.5% | +58.0% | -21.5% | -7.1% |
| All | +36.5% | +58.0% | -21.5% | -7.1% |
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 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