+164.3%
FSLY vs SSNC
-3.9%
+168.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | -22.2% | -1.1% | -21.0% | -22.1% |
| 30D | -19.1% | +0.6% | -19.7% | -20.4% |
| 3M | -15.7% | -1.5% | -14.2% | -16.7% |
| 6M | -23.5% | +15.8% | -39.3% | -26.5% |
| YTD | +106.6% | -8.0% | +114.6% | +110.4% |
| 1Y | +164.3% | -5.8% | +170.1% | +170.3% |
| All | +164.3% | -3.9% | +168.2% | +170.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling