-11.0%
FLUT vs SSNC
+169.0%
-180.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -3.6% | -6.7% | +3.2% | -1.6% |
| 30D | -0.3% | -0.8% | +0.5% | -0.1% |
| 3M | -12.6% | +16.1% | -28.7% | -16.2% |
| 6M | -8.0% | +7.9% | -15.9% | -10.0% |
| YTD | -54.1% | -8.7% | -45.4% | -53.1% |
| 1Y | -66.1% | -9.5% | -56.6% | -65.4% |
| 3Y | -45.0% | +47.7% | -92.7% | -49.8% |
| 5Y | -51.2% | +17.6% | -68.9% | -54.3% |
| All | -11.0% | +169.0% | -180.0% | -23.1% |
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 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