+490.4%
CSCO vs SSNC
+1,013.9%
-523.6%
-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% | -0.9% |
| 7D | -4.7% | -2.5% | -2.1% | -3.8% |
| 30D | -17.1% | -2.7% | -14.4% | -16.6% |
| 3M | -19.6% | -0.8% | -18.8% | -19.9% |
| 6M | +2.4% | +15.5% | -13.1% | -4.1% |
| YTD | +29.8% | -8.8% | +38.6% | +31.6% |
| 1Y | +38.7% | -5.8% | +44.5% | +38.8% |
| 3Y | +101.3% | +55.7% | +45.6% | +66.2% |
| 5Y | +94.8% | +6.7% | +88.2% | +82.1% |
| 10Y | +324.2% | +184.0% | +140.2% | +177.2% |
| All | +490.4% | +1,013.9% | -523.6% | +138.1% |
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