+728.7%
XBI vs SSNC
+1,021.3%
-292.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -3.6% | -3.9% | +0.3% | -1.8% |
| 30D | +0.9% | -0.2% | +1.0% | +0.8% |
| 3M | +21.4% | +15.9% | +5.5% | +11.6% |
| 6M | +25.5% | +7.5% | +18.0% | +19.4% |
| YTD | +30.8% | -8.2% | +39.1% | +33.7% |
| 1Y | +68.6% | -9.3% | +77.9% | +72.9% |
| 3Y | +103.9% | +48.5% | +55.5% | +60.8% |
| 5Y | +20.8% | +16.0% | +4.7% | +7.2% |
| 10Y | +164.0% | +169.2% | -5.2% | +49.1% |
| All | +728.7% | +1,021.3% | -292.5% | +152.1% |
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