+90.3%
FOXA vs SSNC
+40.7%
+49.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.4% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | +2.3% | +1.9% | +0.4% | +1.4% |
| 3M | -2.8% | +18.4% | -21.2% | -10.2% |
| 6M | +9.6% | +7.0% | +2.6% | +5.5% |
| YTD | -9.9% | -6.9% | -3.0% | -8.0% |
| 1Y | +5.4% | -8.2% | +13.5% | +8.2% |
| 3Y | +115.3% | +50.5% | +64.7% | +75.3% |
| 5Y | +93.1% | +17.4% | +75.7% | +72.8% |
| All | +90.3% | +40.7% | +49.6% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling