+93.1%
FOXA vs SSNC
+19.2%
+73.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +0.8% | -4.0% | +4.8% | +2.5% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | -3.0% | +18.9% | -22.0% | -10.3% |
| 6M | +14.8% | +10.8% | +3.9% | +9.0% |
| YTD | -8.9% | -7.1% | -1.8% | -6.6% |
| 1Y | +13.3% | -9.6% | +22.9% | +17.6% |
| 3Y | +115.4% | +51.1% | +64.4% | +76.4% |
| All | +93.1% | +19.2% | +73.9% | +76.4% |
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