+3,800.0%
FIX vs SSNC
+177.4%
+3,622.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | -7.2% | -4.5% | -2.8% | -5.1% |
| 30D | -35.1% | -3.9% | -31.2% | -34.0% |
| 3M | -34.3% | -1.3% | -32.9% | -34.2% |
| 6M | -42.9% | +14.1% | -57.1% | -47.9% |
| YTD | +19.5% | -9.9% | +29.3% | +21.7% |
| 1Y | +16.8% | -6.2% | +23.0% | +16.4% |
| 3Y | +506.7% | +56.1% | +450.6% | +364.3% |
| 5Y | +1,046.7% | +5.4% | +1,041.3% | +953.8% |
| 10Y | +3,800.0% | +172.3% | +3,627.7% | +2,369.5% |
| All | +3,800.0% | +177.4% | +3,622.5% | +2,369.5% |
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