-79.1%
FIG vs SSNC
-0.4%
-78.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.3% |
| 7D | -16.3% | +0.6% | -16.9% | -16.8% |
| 30D | -14.3% | +6.0% | -20.4% | -18.5% |
| 3M | +7.2% | +21.0% | -13.8% | -9.2% |
| 6M | -18.6% | +12.1% | -30.7% | -28.8% |
| YTD | -35.5% | -3.2% | -32.2% | -42.8% |
| 1Y | -55.8% | -4.4% | -51.4% | -64.4% |
| All | -79.1% | -0.4% | -78.8% | -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 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