+14.5%
FIX vs SSNC
-6.2%
+20.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.5% |
| 7D | -7.2% | -4.5% | -2.8% | -8.9% |
| 30D | -35.1% | -3.9% | -31.2% | -35.5% |
| 3M | -34.3% | -1.3% | -32.9% | -33.7% |
| 6M | -42.9% | +14.1% | -57.1% | -37.3% |
| YTD | +19.5% | -9.9% | +29.3% | +28.0% |
| All | +14.5% | -6.2% | +20.7% | +19.0% |
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 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