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Asset Management / Performance

What the book actually returned

Return on the whole portfolio and on every line in it, over any window, with realised and unrealised split apart and the contribution of each position shown against the total. The number, and the rows that produced it.

Every window, not just this one

A book up on the day can be flat on the quarter and down on the year, and whoever quoted it picked the window that made their point. Every holding is charted against the book itself, with four years of monthly returns beside it, so the comparison is the whole run rather than the column somebody chose.

  • The book against its lines

    Rebased, so a total and its parts share an axis

  • Month by month, year by year

    Including the periods nobody quotes

  • Per line and in total

    The same windows at both levels

Which line carried it

A book up 4% is usually up on two of its forty lines. Contribution ranks every position by what it added or took away, so the number resolves into names rather than staying an aggregate nobody can act on.

  • Ranked by contribution

    What each line added to the total

  • Losers at the same weight

    Drawdown is not hidden below the fold

  • Against a benchmark

    The return, and what it was measured against

Against something, not in isolation

A book up 12% on the year has said nothing until you know what the market did with the same twelve months. The return sits beside its benchmark on one rebased axis, each line carrying its own total, so the two are figures on a shared scale rather than two charts with different ones.

  • One axis, both lines

    Indexed, so the comparison is a real number

  • Both totals printed

    Read off the legend, not off the plot

  • Any benchmark

    An index, a fund, or a single asset

When it happened, not just how much

A year of return is one figure covering three hundred and sixty-five days, and it hides whether the damage arrived in a week or bled out over a quarter. Every day is a cell coloured by its move, so a bad run reads as a run instead of resolving into an average.

  • One cell per day

    Six months on a single grid

  • Runs, not averages

    Clustered losses look clustered

  • Up days against down

    Counted, with the best and the worst named

Where you bought and where you sold

A return is the sum of decisions someone made on particular days. Every fill is plotted on the chart it executed against, so an entry and an exit can be read against the range around them rather than as a line in a trade blotter.

  • Fills on the chart

    Each buy and sell marked at the session it filled in

  • Average entry and exit

    Size-weighted, from the fills themselves

  • Against the range

    What the market was doing either side of the trade

Return, with the arithmetic left in

Every window, one row
Day to inception
Split, never merged
Realised and unrealised
Which line carried the number
Contribution

Every window on the whole book and on each line, realised split from unrealised, and the contribution behind the total rather than a single figure to take on trust.

Universal position analysis tools

Apply Seerian’s core research capabilities to any individual position across the platform using standardized market data inputs.

Asset comparison

Chart two or more positions side-by-side on shared axes to evaluate relative strength

Learn more about Asset comparison

Correlation matrix

Measure historical price correlation between digital assets, equities, and commodities

Learn more about Correlation matrix

Entity relationships

Map every record a position connects to in a visual graph

Learn more about Entity relationships

Market indicators

Monitor market dominance, sentiment indices, and implied volatility in one consolidated dashboard

Learn more about Market indicators

Team collaboration in context

Document research findings, attach notes to specific chart coordinates, and discuss asset positioning with your team directly alongside real-time market data.

Discussion and annotation

Notes anchored to the point on the chart they are about

Learn more about Discussion and annotation

Watchlist integration

Add any asset to a shared team watchlist with a single click from any data row

Learn more about Watchlist integration

Dashboards

Pin a return chart or an attribution table onto a shared dashboard in a click

Learn more about Dashboards

Contextual news feed

Protocol announcements, governance updates, and verified news for the assets you monitor

Learn more about Contextual news feed

Custom alert routing

Send threshold notifications to Slack, Telegram, Teams, WhatsApp, or PagerDuty

Learn more about Custom alert routing

Seera AI prompts

Summarize asset mechanics, read an open interest skew, or draft a research note

Learn more about Seera AI prompts

Trusted by institutional teams managing digital assets at scale

Discover how top investment firms, funds, and family offices consolidate market intelligence into one workspace.

“Before Seerian, we were paying for separate analytics platforms and manually stitching the data together in internal dashboards. Now, our entire research stack is in one place, natively integrated, and perfectly mapped to our live portfolio. It completely changed how we evaluate our positions.”

Managing PartnerCrypto Fund

“Seeing derivative flows, funding rates, and liquidity levels directly alongside our active wallet positions changed how we manage downside risk. We don’t just look at isolated market data anymore; we see exactly how it impacts our specific holdings in real time.”

Portfolio ManagerProprietary Trading Firm

“The ability to have our entire analyst team working out of the same shared watchlists and project folders has eliminated the scattered research we used to share over chat. Everyone is finally looking at the same data, at the same time.”

Head of ResearchInstitutional Investment Firm

Frequently asked questions

Answers to common questions institutional teams ask when evaluating Seerian.

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