+208.9%
XHB vs SSNC
+173.6%
+35.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | -4.6% | -4.0% | -0.6% | -2.5% |
| 30D | -9.1% | +0.5% | -9.7% | -9.4% |
| 3M | -8.6% | +18.9% | -27.5% | -17.5% |
| 6M | -4.0% | +10.8% | -14.9% | -10.4% |
| YTD | -3.9% | -7.1% | +3.2% | -1.9% |
| 1Y | -16.5% | -9.6% | -6.9% | -13.5% |
| 3Y | +22.6% | +51.1% | -28.5% | -6.5% |
| 5Y | +33.9% | +19.7% | +14.3% | +15.4% |
| All | +208.9% | +173.6% | +35.3% | +89.0% |
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