+448.7%
FIX vs SSNC
+54.4%
+394.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | -17.5% | -3.3% | -14.1% | -16.6% |
| 30D | -41.6% | -1.3% | -40.3% | -41.3% |
| 3M | -40.6% | -2.3% | -38.3% | -40.3% |
| 6M | -49.4% | +12.6% | -62.0% | -51.9% |
| YTD | +9.2% | -10.1% | +19.3% | +18.5% |
| 1Y | +6.5% | -6.6% | +13.0% | +11.9% |
| 3Y | +448.7% | +54.0% | +394.8% | +260.1% |
| All | +448.7% | +54.4% | +394.3% | +260.1% |
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