-34.4%
XE vs SSNC
+17.8%
-52.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.8% | +12.0% | +6.3% |
| 7D | +4.0% | -1.8% | +5.8% | +3.2% |
| 30D | -15.5% | +1.9% | -17.4% | -14.8% |
| 3M | -14.6% | +18.4% | -33.0% | -5.8% |
| All | -34.4% | +17.8% | -52.2% | -27.9% |
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 · Available span rolling