+590.7%
XHB vs SSNC
+1,037.0%
-446.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -0.5% |
| 7D | +0.2% | -1.8% | +2.0% | +1.1% |
| 30D | -9.1% | +1.9% | -11.0% | -10.0% |
| 3M | -2.3% | +18.4% | -20.7% | -11.0% |
| 6M | -4.1% | +7.0% | -11.1% | -8.4% |
| YTD | -1.7% | -6.9% | +5.2% | -0.1% |
| 1Y | -15.1% | -8.2% | -6.9% | -13.2% |
| 3Y | +26.8% | +50.5% | -23.7% | 0.0% |
| 5Y | +37.3% | +17.4% | +20.0% | +22.0% |
| 10Y | +205.7% | +164.9% | +40.7% | +79.7% |
| All | +590.7% | +1,037.0% | -446.3% | +94.2% |
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