+43.0%
XLC vs SSNC
+7.5%
+35.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -2.6% | -1.9% | -0.6% | -2.0% |
| 3M | -2.1% | -0.2% | -1.9% | -2.5% |
| 6M | -5.5% | +19.4% | -24.9% | -14.3% |
| YTD | -6.9% | -8.1% | +1.2% | -4.0% |
| 1Y | -3.7% | -5.3% | +1.6% | -2.5% |
| 3Y | +64.2% | +56.9% | +7.3% | +20.0% |
| 5Y | +43.0% | +8.0% | +35.0% | +34.3% |
| All | +43.0% | +7.5% | +35.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling