+114.2%
CSCO vs SSNC
+17.5%
+96.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.3% |
| 7D | -0.5% | -1.8% | +1.3% | 0.0% |
| 30D | -10.1% | +1.9% | -12.0% | -10.9% |
| 3M | -11.7% | +18.4% | -30.1% | -17.6% |
| 6M | +40.1% | +7.0% | +33.1% | +35.8% |
| YTD | +43.8% | -6.9% | +50.7% | +47.2% |
| 1Y | +66.6% | -8.2% | +74.8% | +71.1% |
| 3Y | +108.5% | +50.5% | +58.0% | +69.8% |
| All | +114.2% | +17.5% | +96.7% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling