+338.4%
XLB vs SSNC
+1,082.2%
-743.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -0.4% | +6.0% | -6.4% | -2.7% |
| 3M | +2.0% | +21.0% | -19.0% | -5.9% |
| 6M | +1.8% | +12.1% | -10.3% | -3.6% |
| YTD | +16.6% | -3.2% | +19.8% | +16.4% |
| 1Y | +16.9% | -4.4% | +21.3% | +17.1% |
| 3Y | +32.6% | +51.6% | -19.1% | +9.4% |
| 5Y | +35.6% | +21.1% | +14.6% | +20.9% |
| 10Y | +160.0% | +177.7% | -17.7% | +64.9% |
| All | +338.4% | +1,082.2% | -743.8% | +49.8% |
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