-0.1%
FTV vs SSNC
+15.9%
-16.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.5% |
| 7D | -1.3% | -3.9% | +2.6% | +0.7% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | -10.9% | +15.9% | -26.8% | -18.0% |
| 6M | -0.6% | +7.5% | -8.1% | -5.0% |
| YTD | +1.4% | -8.2% | +9.6% | +5.1% |
| 1Y | +17.6% | -9.3% | +27.0% | +22.4% |
| 3Y | -3.3% | +48.5% | -51.7% | -25.0% |
| 5Y | -0.1% | +16.0% | -16.2% | -11.1% |
| All | -0.1% | +15.9% | -16.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling