-9.3%
FLUT vs SSNC
+173.6%
-182.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +0.4% | -4.0% | +4.5% | +1.6% |
| 30D | +2.5% | +0.5% | +2.0% | +2.4% |
| 3M | -9.2% | +18.9% | -28.2% | -13.6% |
| 6M | -8.2% | +10.8% | -19.1% | -10.9% |
| YTD | -53.2% | -7.1% | -46.1% | -52.5% |
| 1Y | -65.6% | -9.6% | -56.0% | -64.8% |
| 3Y | -43.6% | +51.1% | -94.6% | -48.7% |
| 5Y | -50.3% | +19.7% | -70.0% | -53.7% |
| All | -9.3% | +173.6% | -182.9% | -22.1% |
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