+6.9%
FPS vs SSNC
+6.2%
+0.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.5% |
| 7D | +5.3% | -3.9% | +9.2% | +4.1% |
| 30D | -17.6% | -0.2% | -17.4% | -17.5% |
| 3M | -45.8% | +15.9% | -61.7% | -41.5% |
| 6M | -10.1% | +7.5% | -17.6% | +1.1% |
| All | +6.9% | +6.2% | +0.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling