+8.6%
FOXA vs SSNC
-3.0%
+11.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | +12.0% | +6.0% | +5.9% | +10.0% |
| 3M | +0.3% | +21.0% | -20.7% | -5.6% |
| 6M | +12.5% | +12.1% | +0.4% | +8.9% |
| YTD | -9.6% | -3.2% | -6.4% | -7.1% |
| 1Y | +8.6% | -4.4% | +12.9% | +20.6% |
| All | +8.6% | -3.0% | +11.6% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling