-36.3%
SFM vs SSNC
-5.1%
-31.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.7% |
| 3M | -37.0% | -2.7% | -34.3% | -36.4% |
| 6M | -41.0% | +23.7% | -64.7% | -41.9% |
| YTD | -34.6% | -8.0% | -26.6% | -33.4% |
| 1Y | -36.3% | -4.7% | -31.6% | -35.9% |
| All | -36.3% | -5.1% | -31.2% | -35.9% |
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