+158.8%
XLB vs SSNC
+169.0%
-10.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.5% | -6.7% | +3.2% | -0.7% |
| 30D | -4.7% | -0.8% | -3.9% | -4.4% |
| 3M | +2.7% | +16.1% | -13.3% | -4.2% |
| 6M | +2.6% | +7.9% | -5.3% | -1.7% |
| YTD | +12.8% | -8.7% | +21.6% | +15.6% |
| 1Y | +14.0% | -9.5% | +23.4% | +17.0% |
| 3Y | +31.5% | +47.7% | -16.2% | +7.0% |
| 5Y | +33.4% | +17.6% | +15.8% | +18.3% |
| All | +158.8% | +169.0% | -10.1% | +74.9% |
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 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