+1,154.3%
SSNC vs XPO
+8,905.3%
-7,751.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -2.1% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +6.0% | -3.5% | +9.6% | +6.7% |
| 3M | +21.0% | -11.9% | +32.9% | +23.7% |
| 6M | +12.1% | -10.0% | +22.0% | +13.4% |
| YTD | -3.2% | +42.1% | -45.3% | -11.8% |
| 1Y | -4.4% | +47.6% | -52.0% | -14.0% |
| 3Y | +51.6% | +153.6% | -102.0% | +16.5% |
| 5Y | +21.1% | +266.5% | -245.4% | -17.6% |
| 10Y | +177.7% | +1,460.4% | -1,282.8% | +39.3% |
| All | +1,154.3% | +8,905.3% | -7,751.0% | +396.4% |
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