+14.4%
FIX vs SSNC
-3.9%
+18.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.6% | -13.5% | -15.7% |
| 7D | -18.9% | -1.1% | -17.8% | -19.3% |
| 30D | -36.3% | +0.6% | -36.9% | -35.4% |
| 3M | -38.5% | -1.5% | -37.0% | -38.1% |
| 6M | -42.3% | +15.8% | -58.1% | -36.2% |
| YTD | +17.1% | -8.0% | +25.1% | +27.7% |
| 1Y | +14.4% | -5.8% | +20.2% | +22.1% |
| All | +14.4% | -3.9% | +18.3% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling