-66.5%
FSLY vs SSNC
+7.5%
-74.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +4.9% | +2.3% | +2.6% | +2.6% |
| 30D | -33.5% | -3.1% | -30.4% | -32.7% |
| 3M | -44.6% | -2.7% | -41.9% | -44.3% |
| 6M | -9.2% | +23.7% | -32.9% | -31.4% |
| YTD | +63.3% | -8.0% | +71.3% | +71.2% |
| 1Y | +45.3% | -4.7% | +50.0% | +45.5% |
| 3Y | +3.7% | +58.0% | -54.2% | -50.5% |
| All | -66.5% | +7.5% | -74.0% | -70.4% |
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