+102.4%
FN vs SSNC
+54.4%
+48.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +11.8% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -34.3% | -1.3% | -33.1% | -34.5% |
| 3M | -39.9% | -2.3% | -37.5% | -40.1% |
| 6M | -51.8% | +12.6% | -64.5% | -54.0% |
| YTD | -28.1% | -10.1% | -18.0% | -21.9% |
| 1Y | -29.1% | -6.6% | -22.5% | -24.8% |
| 3Y | +102.4% | +54.0% | +48.5% | +49.4% |
| All | +102.4% | +54.4% | +48.0% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling