+263.7%
QCOM vs SSNC
+164.2%
+99.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +5.2% |
| 7D | +5.1% | -1.8% | +6.8% | +5.9% |
| 30D | +4.3% | +1.9% | +2.4% | +3.0% |
| 3M | -19.6% | +18.4% | -38.0% | -27.8% |
| 6M | +29.5% | +7.0% | +22.5% | +22.1% |
| YTD | +3.4% | -6.9% | +10.3% | +5.1% |
| 1Y | +10.9% | -8.2% | +19.1% | +13.4% |
| 3Y | +74.8% | +50.5% | +24.2% | +32.6% |
| 5Y | +36.2% | +17.4% | +18.8% | +19.0% |
| 10Y | +263.7% | +164.9% | +98.8% | +120.9% |
| All | +263.7% | +164.2% | +99.5% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling