+2,625.3%
FN vs SSNC
+994.4%
+1,630.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.6% | -12.7% | -13.5% |
| 7D | -16.0% | -2.8% | -13.1% | -14.8% |
| 30D | -40.1% | +0.4% | -40.5% | -40.6% |
| 3M | -43.9% | -0.7% | -43.2% | -44.4% |
| 6M | -55.6% | +13.9% | -69.5% | -59.8% |
| YTD | -35.7% | -9.4% | -26.2% | -35.1% |
| 1Y | -39.8% | -7.4% | -32.5% | -39.9% |
| 3Y | +80.3% | +55.7% | +24.6% | +37.0% |
| 5Y | +143.3% | +7.8% | +135.5% | +120.3% |
| 10Y | +682.3% | +178.8% | +503.4% | +328.2% |
| All | +2,625.3% | +994.4% | +1,630.9% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling