Analytical infrastructure
for institutional portfolios.

Factor attribution, risk analytics, and investor reporting, delivered as a service. Built for emerging fund managers who need institutional output without institutional overhead.

Schedule a Call Email Us vedant@stryde.capital
BUILT FOR
HEDGE FUNDS RIAs FAMILY OFFICES FUND OF FUNDS EMERGING MANAGERS HEDGE FUNDS RIAs FAMILY OFFICES FUND OF FUNDS EMERGING MANAGERS
Cumulative Performance
Factor Attribution
Market Beta +3.42%
Momentum +2.18%
Size -0.67%
Value +1.23%
Residual Alpha +1.91%

Institutional-grade analytics, delivered as a service

Everything you need to analyze, attribute, and report on institutional portfolios. We build it for you. Finished work, not software you have to learn.

Investor Reporting

Deliver reports your allocators actually trust. Monthly tear sheets, quarterly investor letters, and attribution summaries that make your fund look institutional.

STRYDE
Risk Summary
STRYDE
Q4 Portfolio Analytics
John Doe Capital Advisors
Return
+4.52%
Sharpe
1.84
Alpha
+3.14%
Max DD
-3.8%
Q4 Report deliveredSent to 3 recipients

Performance Attribution

Multi-factor attribution across Fama-French, Barra, and custom models. Know exactly where your returns come from.

Performance Attribution
Multi-Factor Model
Fama-French + Custom Factors
Active Factor Exposures
Portfolio vs Benchmark loadings
Factor attribution
Market Beta +4.21%
Momentum +2.67%
Size +1.83%
Alpha +3.14%
Residual alpha generated (YTD)
+3.14%

Risk Analytics

Stress test your portfolio against any scenario. VaR, CVaR, drawdown analysis, and scenario modeling tailored to how your fund trades.

Risk Score
72/100

Strategy Backtesting

Validate ideas before risking real capital. Walk-forward backtesting with transaction cost modeling and proper out-of-sample methodology.

Data Reconciliation

Replace your midnight Excel routine. We reconcile across prime brokers, custodians, and fund administrators, then return finished deliverables.

Position Reconciliation
BTIG
AAPL$42.1M
MSFT$31.4M
NVDA$22.9M
HYG$34.8M
JPM$22.1M
Goldman
$42.1MAAPL
$31.4MMSFT
$22.8MNVDA
$34.8MHYG
JPM
4/5 matched · 1 break · $0.1M variance
Open breakJPM missing on Goldman·flagged for allocator pack review

Every angle of your portfolio, covered

From position-level breakdowns to global exposure mapping. We build every view your fund needs and keep it updated.

Position-level breakdowns

Sector allocation treemaps with weights and drill-down, built to your portfolio.

Portfolio construction analysis

Current vs optimized allocation with Sharpe ratio and VaR comparisons.

Current Allocation
42%
32%
18%
8%
Equity
Credit
Hybrid
Cash
Sharpe Ratio1.42
VaR (95%)$3.1M
Optimized Allocation
38%
28%
22%
8%
4%
Equity
Credit
Hybrid
Alts
Cash
Sharpe Ratio1.84
VaR (95%)$2.1M

We pull from your sources

We connect to your prime brokers, custodians, and market data providers. You get the output.

BTIG
Goldman
Bloomberg
FactSet
Dashboards
Reports
Alerts
API

Performance tracking

Portfolio NAV, daily P&L, and benchmark comparisons. Updated and delivered on your schedule.

Global exposure mapping

Cross-asset exposure analysis across regions, delivered in your reporting pack.

US
$312M Equities
EU
$48M Credit
AP
$63M Hybrid

Benchmark analysis

Relative performance with tracking error, information ratio, active share, and hit rate.

Relative Performance
Portfolio
S&P 500
Tracking Error
2.1%
Information Ratio
1.24
Active Share
68%
Hit Rate
62%

LP-ready reports

Branded tear sheets and investor letters, generated and delivered to your allocators.

STRYDE
Risk Summary
December 2025
STRYDE
Q4 Portfolio Analytics
John Doe Capital Advisors
Return
+4.52%
Sharpe
1.84
Alpha
+3.14%
Max DD
-3.8%
Q4 Report delivered
Sent to 3 recipients just now

Drawdown analysis

Equity curve drawdown mapping with max drawdown and recovery periods.

Drawdown Analysis

Factor contribution breakdown

Waterfall attribution decomposing returns into Market Beta, Momentum, Size, Value, and Alpha.

Factor Attribution

See what we deliver

From NAV and P&L to factor exposures and position-level detail. Built to your fund, delivered on your schedule.

Overview Positions Risk Attribution
Mar 14, 2026
VP
Net Asset Value
$42.3M
Day P&L
+$187K
Sharpe Ratio
1.84
YTD Return
+8.73%
Cumulative Returns
Portfolio
Benchmark
Ticker Name Type Notional Weight P&L
AAPL Apple Inc. Equity $4.2M 9.94% +$31.8K
HYG iShares HY Corporate Bond Credit $3.9M 9.14% +$14.2K
MSFT Microsoft Corp. Equity $3.6M 8.55% +$26.7K
XLF/SPY Financials Pair Trade Hybrid $2.8M 6.71% -$8.9K
LQD iShares IG Corporate Bond Credit $2.6M 6.09% +$9.3K
NVDA NVIDIA Corp. Equity $2.3M 5.41% +$41.2K
Factor Attribution
Market Beta +3.42%
Momentum +2.18%
Size -0.67%
Value +1.23%
Residual Alpha +1.91%

Ready to stop doing this in Excel?

Let's talk about what your fund needs.