-49.2%
FLUT vs SSNC
+18.8%
-68.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.9% |
| 7D | +3.8% | -1.8% | +5.6% | +4.8% |
| 30D | +6.3% | +1.9% | +4.4% | +5.1% |
| 3M | -4.0% | +18.4% | -22.4% | -13.3% |
| 6M | -10.3% | +7.0% | -17.3% | -14.1% |
| YTD | -53.2% | -6.9% | -46.2% | -51.5% |
| 1Y | -65.0% | -8.2% | -56.9% | -63.6% |
| 3Y | -43.9% | +50.5% | -94.4% | -56.9% |
| 5Y | -49.2% | +17.4% | -66.6% | -57.2% |
| All | -49.2% | +18.8% | -68.0% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling