+92.5%
FTV vs SSNC
+216.5%
-124.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | +1.0% |
| 7D | -0.4% | -1.8% | +1.4% | +0.4% |
| 30D | -8.3% | +1.9% | -10.2% | -9.2% |
| 3M | -7.4% | +18.4% | -25.8% | -15.0% |
| 6M | -1.2% | +7.0% | -8.2% | -5.1% |
| YTD | +2.7% | -6.9% | +9.6% | +4.9% |
| 1Y | +18.4% | -8.2% | +26.6% | +21.4% |
| 3Y | -2.0% | +50.5% | -52.6% | -21.2% |
| 5Y | +3.4% | +17.4% | -14.0% | -7.9% |
| 10Y | +78.5% | +164.9% | -86.4% | +18.8% |
| All | +92.5% | +216.5% | -124.1% | +26.9% |
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 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