+91.1%
SFM vs SSNC
+51.8%
+39.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -5.4% |
| 7D | -5.8% | -1.8% | -4.0% | -5.3% |
| 30D | -11.4% | +1.9% | -13.3% | -11.8% |
| 3M | -12.2% | +18.4% | -30.6% | -16.5% |
| 6M | -5.2% | +7.0% | -12.1% | -7.0% |
| YTD | -4.5% | -6.9% | +2.5% | -1.7% |
| 1Y | -45.4% | -8.2% | -37.2% | -43.5% |
| 3Y | +91.1% | +50.5% | +40.6% | +68.3% |
| All | +91.1% | +51.8% | +39.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling