+56.7%
FND vs SSNC
+147.0%
-90.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | -5.2% | +0.6% | -5.9% | -5.6% |
| 30D | -19.9% | +6.0% | -25.9% | -23.3% |
| 3M | +2.7% | +21.0% | -18.3% | -11.7% |
| 6M | -21.7% | +12.1% | -33.8% | -29.0% |
| YTD | -17.5% | -3.2% | -14.3% | -17.6% |
| 1Y | -39.3% | -4.4% | -34.9% | -38.9% |
| 3Y | -49.8% | +51.6% | -101.4% | -64.8% |
| 5Y | -60.1% | +21.1% | -81.2% | -66.6% |
| All | +56.7% | +147.0% | -90.3% | -3.9% |
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