-61.8%
FND vs SSNC
+15.9%
-77.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | -0.8% | -3.9% | +3.1% | +2.4% |
| 30D | -19.6% | -0.2% | -19.4% | -19.4% |
| 3M | -4.3% | +15.9% | -20.3% | -16.1% |
| 6M | -20.4% | +7.5% | -27.9% | -25.9% |
| YTD | -21.9% | -8.2% | -13.6% | -17.7% |
| 1Y | -45.2% | -9.3% | -35.9% | -41.6% |
| 3Y | -49.2% | +48.5% | -97.7% | -67.5% |
| 5Y | -61.8% | +16.0% | -77.8% | -67.3% |
| All | -61.8% | +15.9% | -77.7% | -67.3% |
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