+109.7%
SFM vs SSNC
+7.5%
+102.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -21.4% | -1.9% | -19.5% | -20.8% |
| 3M | -40.1% | -0.2% | -39.9% | -40.0% |
| 6M | -38.0% | +19.4% | -57.4% | -41.5% |
| YTD | -36.5% | -8.1% | -28.4% | -34.9% |
| 1Y | -35.2% | -5.3% | -29.9% | -34.3% |
| 3Y | +23.5% | +56.9% | -33.4% | +4.1% |
| 5Y | +109.7% | +8.0% | +101.7% | +91.2% |
| All | +109.7% | +7.5% | +102.2% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling