+6.5%
FIX vs SSNC
-7.9%
+14.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.2% |
| 7D | -17.5% | -3.3% | -14.1% | -18.5% |
| 30D | -41.6% | -1.3% | -40.3% | -41.2% |
| 3M | -40.6% | -2.3% | -38.3% | -40.3% |
| 6M | -49.4% | +12.6% | -62.0% | -44.4% |
| YTD | +9.2% | -10.1% | +19.3% | +17.2% |
| 1Y | +6.5% | -6.6% | +13.0% | +9.8% |
| All | +6.5% | -7.9% | +14.4% | +9.8% |
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