+255.0%
FTI vs SSNC
+1,037.0%
-782.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.2% |
| 7D | -0.2% | -1.8% | +1.6% | +0.7% |
| 30D | +12.3% | +1.9% | +10.4% | +11.2% |
| 3M | +13.8% | +18.4% | -4.6% | +3.4% |
| 6M | +24.3% | +7.0% | +17.3% | +18.0% |
| YTD | +75.8% | -6.9% | +82.7% | +77.7% |
| 1Y | +99.6% | -8.2% | +107.8% | +102.3% |
| 3Y | +278.4% | +50.5% | +227.9% | +196.2% |
| 5Y | +1,168.7% | +17.4% | +1,151.3% | +1,005.6% |
| 10Y | +297.5% | +164.9% | +132.6% | +136.1% |
| All | +255.0% | +1,037.0% | -782.0% | +4.7% |
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