+339.5%
XLB vs SSNC
+1,021.7%
-682.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +1.4% | -1.3% | -0.5% |
| 30D | +5.3% | -2.6% | +7.9% | +6.2% |
| 3M | 0.0% | -0.6% | +0.6% | -0.1% |
| 6M | +1.2% | +19.9% | -18.7% | -6.7% |
| YTD | +16.9% | -8.2% | +25.1% | +18.7% |
| 1Y | +20.9% | -5.5% | +26.4% | +21.4% |
| 3Y | +43.3% | +56.8% | -13.5% | +16.3% |
| 5Y | +28.3% | +7.8% | +20.5% | +19.3% |
| 10Y | +165.3% | +183.3% | -18.0% | +67.2% |
| All | +339.5% | +1,021.7% | -682.2% | +52.9% |
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 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