+101.3%
CSCO vs SSNC
+57.6%
+43.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -4.7% | -2.5% | -2.1% | -4.1% |
| 30D | -17.1% | -2.7% | -14.4% | -16.9% |
| 3M | -19.6% | -0.8% | -18.8% | -20.0% |
| 6M | +2.4% | +15.5% | -13.1% | -2.7% |
| YTD | +29.8% | -8.8% | +38.6% | +34.6% |
| 1Y | +38.7% | -5.8% | +44.5% | +41.4% |
| 3Y | +101.3% | +55.7% | +45.6% | +53.5% |
| All | +101.3% | +57.6% | +43.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling