+554.3%
CSCO vs SSNC
+1,082.2%
-527.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -10.1% | +6.0% | -16.2% | -12.1% |
| 3M | -15.7% | +21.0% | -36.7% | -21.9% |
| 6M | +36.3% | +12.1% | +24.2% | +29.3% |
| YTD | +43.8% | -3.2% | +47.1% | +43.5% |
| 1Y | +63.9% | -4.4% | +68.3% | +63.9% |
| 3Y | +104.4% | +51.6% | +52.7% | +71.0% |
| 5Y | +111.4% | +21.1% | +90.3% | +89.4% |
| 10Y | +361.7% | +177.7% | +184.0% | +203.7% |
| All | +554.3% | +1,082.2% | -527.9% | +159.5% |
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 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