+108.5%
CSCO vs SSNC
+51.8%
+56.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.0% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | -10.1% | +1.9% | -12.0% | -10.7% |
| 3M | -11.7% | +18.4% | -30.1% | -16.2% |
| 6M | +40.1% | +7.0% | +33.1% | +37.7% |
| YTD | +43.8% | -6.9% | +50.7% | +48.8% |
| 1Y | +66.6% | -8.2% | +74.8% | +73.2% |
| 3Y | +108.5% | +50.5% | +58.0% | +79.3% |
| All | +108.5% | +51.8% | +56.7% | +79.3% |
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