+794.1%
FN vs SSNC
+174.0%
+620.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.3% |
| 7D | -4.1% | -2.5% | -1.5% | -2.8% |
| 30D | -28.3% | -2.7% | -25.6% | -27.9% |
| 3M | -33.9% | -0.8% | -33.0% | -34.5% |
| 6M | -43.9% | +15.5% | -59.4% | -49.7% |
| YTD | -23.4% | -8.8% | -14.6% | -22.6% |
| 1Y | -25.4% | -5.8% | -19.6% | -25.9% |
| 3Y | +107.9% | +55.7% | +52.2% | +55.3% |
| 5Y | +195.1% | +6.7% | +188.4% | +166.4% |
| 10Y | +794.1% | +184.0% | +610.1% | +412.1% |
| All | +794.1% | +174.0% | +620.1% | +412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling