+21.4%
XLB vs SSNC
-5.1%
+26.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.5% | +2.3% | -1.8% | +0.4% |
| 30D | +5.2% | -3.1% | +8.3% | +5.4% |
| 3M | +0.3% | -2.7% | +3.1% | +0.5% |
| 6M | +1.2% | +23.7% | -22.5% | +0.5% |
| YTD | +16.6% | -8.0% | +24.7% | +18.1% |
| 1Y | +21.4% | -4.7% | +26.1% | +20.4% |
| All | +21.4% | -5.1% | +26.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling