+743.6%
FN vs SSNC
+172.0%
+571.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +12.0% |
| 7D | 0.0% | -3.3% | +3.3% | +1.6% |
| 30D | -34.3% | -1.3% | -33.1% | -34.4% |
| 3M | -39.9% | -2.3% | -37.5% | -40.0% |
| 6M | -51.8% | +12.6% | -64.5% | -56.2% |
| YTD | -28.1% | -10.1% | -18.0% | -26.8% |
| 1Y | -29.1% | -6.6% | -22.5% | -29.3% |
| 3Y | +102.4% | +54.0% | +48.5% | +52.1% |
| 5Y | +171.7% | +7.0% | +164.7% | +144.8% |
| All | +743.6% | +172.0% | +571.5% | +409.2% |
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