+133.6%
SFM vs SSNC
+184.6%
-51.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +6.0% | +2.3% | +3.7% | +5.6% |
| 30D | -19.5% | -3.1% | -16.4% | -18.9% |
| 3M | -37.0% | -2.7% | -34.3% | -36.6% |
| 6M | -41.0% | +23.7% | -64.7% | -43.5% |
| YTD | -34.6% | -8.0% | -26.6% | -33.8% |
| 1Y | -36.3% | -4.7% | -31.6% | -36.0% |
| 3Y | +24.5% | +58.0% | -33.5% | +13.8% |
| 5Y | +115.9% | +8.0% | +107.9% | +106.6% |
| All | +133.6% | +184.6% | -51.0% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling