+147.8%
XEL vs SSNC
+173.6%
-25.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -0.3% | -4.0% | +3.8% | +0.6% |
| 30D | -3.9% | +0.5% | -4.5% | -4.1% |
| 3M | -2.8% | +18.9% | -21.7% | -6.8% |
| 6M | -5.4% | +10.8% | -16.2% | -8.0% |
| YTD | +3.8% | -7.1% | +10.9% | +4.7% |
| 1Y | +6.8% | -9.6% | +16.4% | +8.4% |
| 3Y | +45.6% | +51.1% | -5.5% | +29.3% |
| 5Y | +30.7% | +19.7% | +11.0% | +20.7% |
| All | +147.8% | +173.6% | -25.8% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling