+56.6%
SSNC vs FGI
-0.1%
+56.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.3% |
| 6M | +15.5% | +17.0% | -1.5% | +14.9% |
| YTD | -8.8% | +31.4% | -40.2% | -9.3% |
| 1Y | -5.8% | +42.7% | -48.5% | -6.2% |
| All | +56.6% | -0.1% | +56.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling