+21.9%
FIX vs SSNC
-4.9%
+26.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +5.3% |
| 7D | +6.4% | -0.2% | +6.6% | +6.3% |
| 30D | -29.1% | -1.9% | -27.2% | -29.0% |
| 3M | -31.1% | -0.2% | -31.0% | -30.3% |
| 6M | -42.8% | +19.4% | -62.2% | -36.6% |
| YTD | +24.6% | -8.1% | +32.7% | +34.7% |
| 1Y | +21.9% | -5.3% | +27.2% | +28.2% |
| All | +21.9% | -4.9% | +26.8% | +28.2% |
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