-5.8%
XLC vs SSNC
-3.9%
-1.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | -6.0% | +0.6% | -6.6% | -6.3% |
| 3M | -6.0% | -1.5% | -4.5% | -5.9% |
| 6M | -9.1% | +15.8% | -24.9% | -12.1% |
| YTD | -10.0% | -8.0% | -2.1% | -9.5% |
| 1Y | -5.8% | -5.8% | 0.0% | -6.0% |
| All | -5.8% | -3.9% | -1.9% | -6.0% |
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