+377.3%
CSCO vs SSNC
+162.7%
+214.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | 0.0% | -3.9% | +3.9% | +1.5% |
| 30D | -10.7% | -0.2% | -10.5% | -10.9% |
| 3M | -8.7% | +15.9% | -24.7% | -14.8% |
| 6M | +44.9% | +7.5% | +37.5% | +38.9% |
| YTD | +44.1% | -8.2% | +52.4% | +47.0% |
| 1Y | +65.9% | -9.3% | +75.2% | +69.6% |
| 3Y | +109.0% | +48.5% | +60.6% | +71.0% |
| 5Y | +114.8% | +16.0% | +98.8% | +92.1% |
| 10Y | +377.3% | +169.2% | +208.2% | +203.4% |
| All | +377.3% | +162.7% | +214.7% | +203.4% |
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 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