+23.3%
FLR vs SSNC
+1,023.6%
-1,000.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +5.4% | +2.3% | +3.1% | +3.9% |
| 30D | +2.8% | -3.1% | +5.9% | +4.1% |
| 3M | -6.4% | -2.7% | -3.7% | -5.7% |
| 6M | +8.8% | +23.7% | -14.9% | -8.8% |
| YTD | +23.6% | -8.0% | +31.6% | +24.9% |
| 1Y | +13.8% | -4.7% | +18.5% | +12.2% |
| 3Y | +36.5% | +58.0% | -21.5% | -5.3% |
| 5Y | +119.3% | +8.0% | +111.4% | +91.8% |
| 10Y | +8.0% | +183.8% | -175.8% | -45.6% |
| All | +23.3% | +1,023.6% | -1,000.3% | -72.8% |
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