+9.1%
SSNC vs FGI
-70.0%
+79.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.5% |
| 30D | -2.7% | -3.4% | +0.6% | -2.7% |
| 3M | -0.8% | +61.8% | -62.6% | -1.9% |
| 6M | +15.5% | +17.0% | -1.5% | +14.4% |
| YTD | -8.8% | +31.4% | -40.2% | -10.2% |
| 1Y | -5.8% | +42.7% | -48.5% | -7.5% |
| 3Y | +55.7% | -0.1% | +55.8% | +53.5% |
| All | +9.1% | -70.0% | +79.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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