+19.9%
XBI vs SSNC
+19.2%
+0.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -4.6% | -4.0% | -0.6% | -2.7% |
| 30D | -2.0% | +0.5% | -2.5% | -2.4% |
| 3M | +17.8% | +18.9% | -1.1% | +6.4% |
| 6M | +23.7% | +10.8% | +12.9% | +15.9% |
| YTD | +28.2% | -7.1% | +35.4% | +32.4% |
| 1Y | +64.0% | -9.6% | +73.6% | +71.8% |
| 3Y | +99.4% | +51.1% | +48.3% | +44.0% |
| All | +19.9% | +19.2% | +0.7% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling