+48.3%
XLE vs SSNC
-3.0%
+51.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.3% |
| 30D | +11.8% | +6.0% | +5.7% | +12.2% |
| 3M | +9.8% | +21.0% | -11.1% | +11.2% |
| 6M | +15.6% | +12.1% | +3.5% | +16.6% |
| YTD | +45.3% | -3.2% | +48.5% | +45.8% |
| 1Y | +48.3% | -4.4% | +52.7% | +49.2% |
| All | +48.3% | -3.0% | +51.3% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling