+47.7%
FND vs SSNC
+137.0%
-89.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.2% |
| 7D | -5.8% | -4.0% | -1.7% | -2.8% |
| 30D | -20.2% | +0.5% | -20.7% | -20.5% |
| 3M | -12.0% | +18.9% | -30.9% | -23.4% |
| 6M | -18.5% | +10.8% | -29.3% | -25.6% |
| YTD | -22.3% | -7.1% | -15.1% | -19.9% |
| 1Y | -47.6% | -9.6% | -38.0% | -45.0% |
| 3Y | -49.8% | +51.1% | -100.8% | -64.7% |
| 5Y | -63.0% | +19.7% | -82.6% | -68.7% |
| All | +47.7% | +137.0% | -89.3% | -6.6% |
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