+494.2%
FIX vs SSNC
+58.0%
+436.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +9.4% | +2.3% | +7.1% | +8.8% |
| 30D | -27.8% | -3.1% | -24.7% | -27.0% |
| 3M | -35.6% | -2.7% | -32.8% | -35.1% |
| 6M | -45.2% | +23.7% | -68.9% | -50.3% |
| YTD | +19.5% | -8.0% | +27.5% | +28.9% |
| 1Y | +24.2% | -4.7% | +28.9% | +30.1% |
| 3Y | +494.2% | +58.0% | +436.2% | +276.5% |
| All | +494.2% | +58.0% | +436.2% | +276.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling