-84.3%
FRMI vs SSNC
-3.9%
-80.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | -17.3% | +6.0% | -23.3% | -16.9% |
| 3M | -17.2% | +21.0% | -38.1% | -16.0% |
| 6M | -43.4% | +12.1% | -55.5% | -42.4% |
| YTD | -36.0% | -3.2% | -32.8% | -37.6% |
| All | -84.3% | -3.9% | -80.4% | -84.2% |
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