+242.6%
QCOM vs SSNC
+184.6%
+58.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | +2.3% | +2.0% | +3.0% |
| 30D | -0.1% | -3.1% | +3.0% | +1.1% |
| 3M | +5.2% | -2.7% | +8.0% | +6.0% |
| 6M | -18.4% | +23.7% | -42.0% | -29.2% |
| YTD | +2.4% | -8.0% | +10.4% | +4.2% |
| 1Y | +0.9% | -4.7% | +5.6% | +0.5% |
| 3Y | +48.4% | +58.0% | -9.6% | +8.4% |
| 5Y | +16.6% | +8.0% | +8.6% | +5.6% |
| All | +242.6% | +184.6% | +58.0% | +105.9% |
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