-50.2%
FSLY vs SSNC
+15.9%
-66.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +7.1% |
| 7D | +11.2% | -3.9% | +15.0% | +15.3% |
| 30D | -18.2% | -0.2% | -18.0% | -18.5% |
| 3M | +21.9% | +15.9% | +6.0% | +1.5% |
| 6M | +4.0% | +7.5% | -3.4% | -6.4% |
| YTD | +123.1% | -8.2% | +131.3% | +138.1% |
| 1Y | +196.9% | -9.3% | +206.2% | +218.9% |
| 3Y | -1.3% | +48.5% | -49.7% | -46.9% |
| 5Y | -50.2% | +16.0% | -66.2% | -59.5% |
| All | -50.2% | +15.9% | -66.1% | -59.5% |
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