-22.1%
FPS vs SSNC
+4.3%
-26.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.2% | +15.8% | +16.1% |
| 7D | -8.0% | -4.5% | -3.5% | -9.7% |
| 30D | -43.5% | -3.9% | -39.7% | -44.2% |
| 3M | -41.6% | -1.3% | -40.3% | -41.7% |
| 6M | -44.0% | +14.1% | -58.2% | -40.1% |
| All | -22.1% | +4.3% | -26.4% | -13.0% |
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