+5,993.3%
FIX vs SSNC
+164.2%
+5,829.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +4.1% |
| 7D | +6.1% | -1.8% | +7.8% | +6.8% |
| 30D | -2.7% | +1.9% | -4.6% | -3.8% |
| 3M | -10.9% | +18.4% | -29.3% | -19.4% |
| 6M | +29.0% | +7.0% | +22.0% | +21.9% |
| YTD | +76.9% | -6.9% | +83.8% | +77.9% |
| 1Y | +130.7% | -8.2% | +138.9% | +133.8% |
| 3Y | +790.7% | +50.5% | +740.1% | +599.5% |
| 5Y | +2,185.6% | +17.4% | +2,168.2% | +1,903.5% |
| 10Y | +5,993.3% | +164.9% | +5,828.4% | +3,866.4% |
| All | +5,993.3% | +164.2% | +5,829.1% | +3,866.4% |
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