-79.9%
FIG vs SSNC
-4.4%
-75.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.3% |
| 7D | -3.8% | -4.0% | +0.2% | -0.1% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +20.0% | +18.9% | +1.0% | +3.7% |
| 6M | -16.7% | +10.8% | -27.5% | -25.2% |
| YTD | -37.9% | -7.1% | -30.8% | -42.9% |
| 1Y | -58.5% | -9.6% | -48.9% | -66.3% |
| All | -79.9% | -4.4% | -75.5% | -80.0% |
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