+496.5%
QCOM vs SSNC
+998.3%
-501.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +0.4% | -3.3% | +3.7% | +1.9% |
| 30D | -6.6% | -1.3% | -5.4% | -6.5% |
| 3M | +3.7% | -2.3% | +6.0% | +4.1% |
| 6M | -13.3% | +12.6% | -26.0% | -19.6% |
| YTD | -1.8% | -10.1% | +8.3% | +0.5% |
| 1Y | -2.5% | -6.6% | +4.1% | -2.1% |
| 3Y | +47.0% | +54.0% | -7.0% | +16.2% |
| 5Y | +13.1% | +7.0% | +6.1% | +5.7% |
| 10Y | +224.7% | +176.7% | +48.0% | +108.3% |
| All | +496.5% | +998.3% | -501.7% | +116.9% |
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