+142.5%
XLC vs SSNC
+70.7%
+71.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.8% | +0.6% | -1.5% | -1.1% |
| 30D | +1.0% | +6.0% | -5.0% | -1.7% |
| 3M | -0.7% | +21.0% | -21.7% | -9.6% |
| 6M | -5.1% | +12.1% | -17.2% | -10.8% |
| YTD | -4.3% | -3.2% | -1.0% | -3.9% |
| 1Y | -0.6% | -4.4% | +3.8% | +0.1% |
| 3Y | +72.7% | +51.6% | +21.1% | +36.5% |
| 5Y | +38.0% | +21.1% | +16.9% | +20.2% |
| All | +142.5% | +70.7% | +71.8% | +64.6% |
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