-30.7%
FSLY vs SSNC
+47.5%
-78.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +4.9% | +2.3% | +2.6% | +3.0% |
| 30D | -33.5% | -3.1% | -30.4% | -32.7% |
| 3M | -44.6% | -2.7% | -41.9% | -44.2% |
| 6M | -9.2% | +23.7% | -32.9% | -27.0% |
| YTD | +63.3% | -8.0% | +71.3% | +68.5% |
| 1Y | +45.3% | -4.7% | +50.0% | +45.2% |
| 3Y | +3.7% | +58.0% | -54.2% | -34.9% |
| 5Y | -67.2% | +8.0% | -75.1% | -70.7% |
| All | -30.7% | +47.5% | -78.3% | -53.6% |
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