-35.0%
SFM vs SSNC
-3.9%
-31.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +3.9% |
| 7D | -12.3% | -1.1% | -11.1% | -12.1% |
| 30D | -16.2% | +0.6% | -16.8% | -15.8% |
| 3M | -36.8% | -1.5% | -35.3% | -36.3% |
| 6M | -32.6% | +15.8% | -48.4% | -33.5% |
| YTD | -31.7% | -8.0% | -23.8% | -30.1% |
| 1Y | -35.0% | -5.8% | -29.2% | -34.0% |
| All | -35.0% | -3.9% | -31.0% | -34.0% |
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