+513.6%
CSCO vs SSNC
+1,021.7%
-508.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +6.6% | +1.4% | +5.2% | +6.1% |
| 30D | -11.3% | -2.6% | -8.7% | -10.8% |
| 3M | -17.3% | -0.6% | -16.7% | -17.7% |
| 6M | +3.5% | +19.9% | -16.4% | -4.3% |
| YTD | +34.9% | -8.2% | +43.1% | +36.5% |
| 1Y | +40.5% | -5.5% | +46.0% | +40.5% |
| 3Y | +109.3% | +56.8% | +52.5% | +72.3% |
| 5Y | +105.9% | +7.8% | +98.1% | +91.7% |
| 10Y | +335.8% | +183.3% | +152.5% | +184.9% |
| All | +513.6% | +1,021.7% | -508.1% | +146.9% |
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