+92.4%
FOXA vs SSNC
+40.4%
+51.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +0.8% | -4.0% | +4.8% | +2.6% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | -3.0% | +18.9% | -22.0% | -10.6% |
| 6M | +14.8% | +10.8% | +3.9% | +8.7% |
| YTD | -8.9% | -7.1% | -1.8% | -6.9% |
| 1Y | +13.3% | -9.6% | +22.9% | +17.2% |
| 3Y | +115.4% | +51.1% | +64.4% | +75.1% |
| 5Y | +95.3% | +19.7% | +75.6% | +73.3% |
| All | +92.4% | +40.4% | +51.9% | +30.9% |
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