-14.2%
FSLY vs SSNC
+55.2%
-69.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.5% |
| 7D | -10.6% | +0.6% | -11.3% | -11.0% |
| 30D | -20.9% | +6.0% | -26.9% | -24.8% |
| 3M | +3.4% | +21.0% | -17.6% | -13.7% |
| 6M | +2.7% | +12.1% | -9.3% | -8.7% |
| YTD | +102.3% | -3.2% | +105.5% | +102.8% |
| 1Y | +182.1% | -4.4% | +186.4% | +184.4% |
| 3Y | -14.6% | +51.6% | -66.2% | -43.0% |
| 5Y | -55.9% | +21.1% | -77.0% | -63.3% |
| All | -14.2% | +55.2% | -69.4% | -44.1% |
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