-93.2%
FRMI vs SSNC
-3.9%
-89.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -8.9% | -10.9% |
| 7D | -39.7% | -1.1% | -38.6% | -39.9% |
| 30D | -55.2% | +0.6% | -55.8% | -54.9% |
| 3M | -71.2% | -1.5% | -69.7% | -71.1% |
| 6M | -64.1% | +15.8% | -79.9% | -63.3% |
| YTD | -77.2% | -8.0% | -69.3% | -79.5% |
| 1Y | -93.2% | -5.8% | -87.3% | -93.9% |
| All | -93.2% | -3.9% | -89.2% | -93.9% |
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