+529.9%
XEL vs SSNC
+1,037.0%
-507.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.4% | +2.2% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -1.5% | +1.9% | -3.4% | -1.9% |
| 3M | -0.2% | +18.4% | -18.6% | -3.6% |
| 6M | -5.4% | +7.0% | -12.4% | -7.0% |
| YTD | +5.6% | -6.9% | +12.6% | +6.4% |
| 1Y | +10.5% | -8.2% | +18.6% | +11.3% |
| 3Y | +49.2% | +50.5% | -1.3% | +35.8% |
| 5Y | +30.1% | +17.4% | +12.7% | +22.6% |
| 10Y | +146.7% | +164.9% | -18.2% | +98.6% |
| All | +529.9% | +1,037.0% | -507.1% | +283.2% |
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