+890.0%
FN vs SSNC
+164.2%
+725.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +4.0% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | -26.0% | +1.9% | -27.9% | -27.0% |
| 3M | -33.3% | +18.4% | -51.6% | -40.0% |
| 6M | -14.9% | +7.0% | -21.9% | -20.4% |
| YTD | -8.6% | -6.9% | -1.6% | -7.7% |
| 1Y | +12.3% | -8.2% | +20.5% | +13.9% |
| 3Y | +174.4% | +50.5% | +123.9% | +109.9% |
| 5Y | +296.4% | +17.4% | +279.0% | +242.2% |
| 10Y | +890.0% | +164.9% | +725.1% | +433.0% |
| All | +890.0% | +164.2% | +725.8% | +433.0% |
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