+1,092.1%
SSNC vs XPO
+8,891.8%
-7,799.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.3% |
| 7D | +2.3% | +9.0% | -6.7% | +0.4% |
| 30D | -3.1% | +4.2% | -7.3% | -4.0% |
| 3M | -2.7% | -8.7% | +5.9% | -1.1% |
| 6M | +23.7% | -2.8% | +26.4% | +23.5% |
| YTD | -8.0% | +41.9% | -49.9% | -16.3% |
| 1Y | -4.7% | +42.3% | -47.0% | -13.4% |
| 3Y | +58.0% | +127.3% | -69.3% | +24.6% |
| 5Y | +8.0% | +306.4% | -298.4% | -28.0% |
| 10Y | +183.8% | +1,290.9% | -1,107.1% | +44.7% |
| All | +1,092.1% | +8,891.8% | -7,799.7% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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