+8,790.2%
FTNT vs SSNC
+1,082.2%
+7,708.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.6% |
| 7D | -5.8% | +0.6% | -6.5% | -6.2% |
| 30D | -4.8% | +6.0% | -10.8% | -7.8% |
| 3M | +4.4% | +21.0% | -16.5% | -6.9% |
| 6M | +88.8% | +12.1% | +76.7% | +75.3% |
| YTD | +96.8% | -3.2% | +100.0% | +97.2% |
| 1Y | +104.5% | -4.4% | +108.8% | +105.8% |
| 3Y | +156.8% | +51.6% | +105.1% | +97.0% |
| 5Y | +144.1% | +21.1% | +123.0% | +114.5% |
| 10Y | +2,021.8% | +177.7% | +1,844.1% | +1,102.1% |
| All | +8,790.2% | +1,082.2% | +7,708.0% | +2,378.9% |
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