+133.6%
XLC vs SSNC
+61.9%
+71.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.1% | +1.4% | +1.7% | +2.4% |
| 30D | -4.2% | -2.6% | -1.6% | -3.3% |
| 3M | -2.1% | -0.6% | -1.5% | -2.3% |
| 6M | -6.6% | +19.9% | -26.5% | -15.1% |
| YTD | -7.8% | -8.2% | +0.4% | -5.6% |
| 1Y | -4.1% | -5.5% | +1.5% | -3.2% |
| 3Y | +62.6% | +56.8% | +5.8% | +25.8% |
| 5Y | +39.6% | +7.8% | +31.8% | +27.9% |
| All | +133.6% | +61.9% | +71.6% | +61.8% |
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