+11.4%
FPS vs SSNC
+7.7%
+3.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +1.9% |
| 7D | +10.4% | -1.8% | +12.2% | +9.8% |
| 30D | -16.5% | +1.9% | -18.4% | -15.9% |
| 3M | -45.5% | +18.4% | -63.9% | -41.2% |
| 6M | +2.1% | +7.0% | -4.9% | +16.2% |
| All | +11.4% | +7.7% | +3.7% | +25.5% |
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