+10.9%
QCOM vs SSNC
-8.1%
+19.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +3.0% |
| 7D | +5.1% | -1.8% | +6.8% | +5.0% |
| 30D | +4.3% | +1.9% | +2.4% | +4.3% |
| 3M | -19.6% | +18.4% | -38.0% | -18.4% |
| 6M | +29.5% | +7.0% | +22.5% | +35.1% |
| YTD | +3.4% | -6.9% | +10.3% | +15.2% |
| 1Y | +10.9% | -8.2% | +19.1% | +26.5% |
| All | +10.9% | -8.1% | +19.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling