+64.6%
XLC vs SSNC
+57.9%
+6.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -2.6% | -1.9% | -0.6% | -2.2% |
| 3M | -2.1% | -0.2% | -1.9% | -2.3% |
| 6M | -5.5% | +19.4% | -24.9% | -11.7% |
| YTD | -6.9% | -8.1% | +1.2% | -4.3% |
| 1Y | -3.7% | -5.3% | +1.6% | -2.4% |
| All | +64.6% | +57.9% | +6.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling