-83.4%
FRMI vs SSNC
-9.3%
-74.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.6% |
| 7D | +10.9% | -6.7% | +17.7% | +10.0% |
| 30D | -24.3% | -0.8% | -23.5% | -24.5% |
| 3M | -21.8% | +16.1% | -37.8% | -21.3% |
| 6M | -33.0% | +7.9% | -41.0% | -32.4% |
| YTD | -32.6% | -8.7% | -23.9% | -34.7% |
| All | -83.4% | -9.3% | -74.1% | -83.5% |
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