+102.9%
SFM vs SSNC
+422.7%
-319.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -4.4% | +6.0% | -10.4% | -5.5% |
| 3M | +1.5% | +21.0% | -19.4% | -2.5% |
| 6M | +6.5% | +12.1% | -5.6% | +3.6% |
| YTD | +2.2% | -3.2% | +5.4% | +2.3% |
| 1Y | -41.9% | -4.4% | -37.5% | -41.7% |
| 3Y | +106.8% | +51.6% | +55.1% | +88.7% |
| 5Y | +231.6% | +21.1% | +210.5% | +211.5% |
| 10Y | +258.4% | +177.7% | +80.7% | +174.6% |
| All | +102.9% | +422.7% | -319.7% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling