+42.5%
FLR vs SSNC
+1,037.0%
-994.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +3.3% |
| 7D | +0.7% | -1.8% | +2.4% | +1.7% |
| 30D | -0.7% | +1.9% | -2.6% | -2.2% |
| 3M | +14.3% | +18.4% | -4.1% | 0.0% |
| 6M | +25.6% | +7.0% | +18.6% | +16.7% |
| YTD | +42.9% | -6.9% | +49.8% | +44.5% |
| 1Y | +38.7% | -8.2% | +46.9% | +41.1% |
| 3Y | +61.8% | +50.5% | +11.2% | +17.2% |
| 5Y | +254.1% | +17.4% | +236.7% | +194.7% |
| 10Y | +20.0% | +164.9% | -144.9% | -37.1% |
| All | +42.5% | +1,037.0% | -994.5% | -68.5% |
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 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