+275.6%
SFM vs SSNC
+173.6%
+102.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -10.6% | -4.0% | -6.6% | -9.9% |
| 30D | -15.5% | +0.5% | -16.0% | -15.5% |
| 3M | -17.4% | +18.9% | -36.4% | -20.3% |
| 6M | -3.4% | +10.8% | -14.3% | -5.7% |
| YTD | -8.7% | -7.1% | -1.5% | -7.8% |
| 1Y | -47.2% | -9.6% | -37.6% | -46.4% |
| 3Y | +82.7% | +51.1% | +31.7% | +68.0% |
| 5Y | +214.3% | +19.7% | +194.6% | +196.5% |
| All | +275.6% | +173.6% | +102.1% | +210.3% |
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