-83.2%
FIG vs SSNC
-5.3%
-77.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +3.4% | +2.3% | +1.1% | +1.3% |
| 30D | -9.5% | -3.1% | -6.3% | -7.6% |
| 3M | -26.2% | -2.7% | -23.4% | -24.8% |
| 6M | +2.7% | +23.7% | -21.0% | -13.6% |
| YTD | -48.0% | -8.0% | -39.9% | -52.1% |
| 1Y | -52.0% | -4.7% | -47.3% | -55.5% |
| All | -83.2% | -5.3% | -77.9% | -83.2% |
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