+295.8%
FTI vs SSNC
+173.6%
+122.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.1% |
| 7D | -4.4% | -4.0% | -0.3% | -2.3% |
| 30D | +1.5% | +0.5% | +1.0% | +1.0% |
| 3M | +8.2% | +18.9% | -10.7% | -2.9% |
| 6M | +18.8% | +10.8% | +8.0% | +10.0% |
| YTD | +71.7% | -7.1% | +78.8% | +74.5% |
| 1Y | +90.0% | -9.6% | +99.7% | +95.4% |
| 3Y | +270.5% | +51.1% | +219.4% | +177.6% |
| 5Y | +1,084.5% | +19.7% | +1,064.9% | +897.1% |
| All | +295.8% | +173.6% | +122.2% | +146.0% |
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