+75.9%
FTV vs SSNC
+169.0%
-93.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -5.2% | -6.7% | +1.5% | -2.1% |
| 30D | -11.5% | -0.8% | -10.7% | -11.2% |
| 3M | -9.0% | +16.1% | -25.1% | -15.8% |
| 6M | -2.0% | +7.9% | -10.0% | -6.3% |
| YTD | -0.9% | -8.7% | +7.8% | +2.1% |
| 1Y | +14.8% | -9.5% | +24.3% | +18.5% |
| 3Y | -5.5% | +47.7% | -53.2% | -23.4% |
| 5Y | -1.9% | +17.6% | -19.5% | -12.7% |
| All | +75.9% | +169.0% | -93.0% | +18.7% |
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 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