+826.4%
FN vs SSNC
+177.4%
+649.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.8% |
| 7D | +16.3% | -4.5% | +20.8% | +18.9% |
| 30D | -24.7% | -3.9% | -20.9% | -23.8% |
| 3M | -34.9% | -1.3% | -33.6% | -35.4% |
| 6M | -41.1% | +14.1% | -55.2% | -46.8% |
| YTD | -19.6% | -9.9% | -9.7% | -18.2% |
| 1Y | -18.5% | -6.2% | -12.3% | -18.9% |
| 3Y | +119.1% | +56.1% | +63.1% | +63.3% |
| 5Y | +206.9% | +5.4% | +201.6% | +178.8% |
| 10Y | +826.4% | +172.3% | +654.1% | +445.4% |
| All | +826.4% | +177.4% | +649.0% | +445.4% |
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