-83.1%
FRMI vs SSNC
-7.8%
-75.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.2% |
| 7D | +7.4% | -4.0% | +11.5% | +6.9% |
| 30D | -27.6% | +0.5% | -28.2% | -27.7% |
| 3M | -20.9% | +18.9% | -39.8% | -20.3% |
| 6M | -36.6% | +10.8% | -47.4% | -35.9% |
| YTD | -31.3% | -7.1% | -24.1% | -33.3% |
| All | -83.1% | -7.8% | -75.3% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling