-10.7%
SSNC vs FIGR
+5.9%
-16.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -3.9% | +14.9% | -18.7% | -4.4% |
| 30D | -0.2% | +32.3% | -32.4% | -1.3% |
| 3M | +15.9% | +34.8% | -18.9% | +14.3% |
| 6M | +7.5% | +16.8% | -9.3% | +5.9% |
| YTD | -8.2% | -6.7% | -1.6% | -7.9% |
| All | -10.7% | +5.9% | -16.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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