+289.3%
FN vs SSNC
+21.4%
+267.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -22.0% | +6.0% | -28.0% | -24.2% |
| 3M | -43.0% | +21.0% | -64.0% | -48.5% |
| 6M | -27.7% | +12.1% | -39.8% | -32.5% |
| YTD | -10.5% | -3.2% | -7.3% | -8.5% |
| 1Y | +12.5% | -4.4% | +16.9% | +15.6% |
| 3Y | +153.8% | +51.6% | +102.2% | +91.1% |
| All | +289.3% | +21.4% | +267.9% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling