+536.8%
QCOM vs SSNC
+1,022.7%
-485.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +2.0% | -0.2% | +2.1% | +2.1% |
| 30D | +1.2% | -1.9% | +3.1% | +1.7% |
| 3M | +9.1% | -0.2% | +9.3% | +8.5% |
| 6M | -25.0% | +19.4% | -44.4% | -32.2% |
| YTD | +4.8% | -8.1% | +12.9% | +6.2% |
| 1Y | +3.6% | -5.3% | +8.9% | +3.4% |
| 3Y | +51.5% | +56.9% | -5.4% | +18.8% |
| 5Y | +19.7% | +8.0% | +11.7% | +11.4% |
| 10Y | +245.8% | +183.6% | +62.2% | +119.5% |
| All | +536.8% | +1,022.7% | -485.9% | +129.3% |
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