-63.3%
FND vs SSNC
+7.5%
-70.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -6.8% | +2.3% | -9.1% | -8.5% |
| 30D | +8.0% | -3.1% | +11.1% | +10.1% |
| 3M | -18.9% | -2.7% | -16.2% | -17.6% |
| 6M | +4.7% | +23.7% | -19.0% | -13.9% |
| YTD | -21.6% | -8.0% | -13.5% | -18.0% |
| 1Y | -22.0% | -4.7% | -17.3% | -21.1% |
| 3Y | -40.4% | +58.0% | -98.4% | -64.8% |
| All | -63.3% | +7.5% | -70.8% | -66.3% |
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