+136.0%
XLC vs SSNC
+62.2%
+73.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.7% | +2.3% | +1.4% | +2.6% |
| 30D | -1.9% | -3.1% | +1.2% | -0.8% |
| 3M | -3.1% | -2.7% | -0.4% | -2.3% |
| 6M | -6.4% | +23.7% | -30.0% | -16.1% |
| YTD | -6.8% | -8.0% | +1.2% | -4.6% |
| 1Y | -1.7% | -4.7% | +3.0% | -1.2% |
| 3Y | +64.7% | +58.0% | +6.7% | +26.9% |
| 5Y | +41.1% | +8.0% | +33.1% | +29.2% |
| All | +136.0% | +62.2% | +73.8% | +63.4% |
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