+170.7%
XLE vs SSNC
+164.2%
+6.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | +12.6% | +1.9% | +10.7% | +11.6% |
| 3M | +11.8% | +18.4% | -6.5% | +3.1% |
| 6M | +16.1% | +7.0% | +9.1% | +11.3% |
| YTD | +46.9% | -6.9% | +53.8% | +48.9% |
| 1Y | +53.3% | -8.2% | +61.4% | +55.8% |
| 3Y | +54.9% | +50.5% | +4.4% | +22.3% |
| 5Y | +225.7% | +17.4% | +208.3% | +182.8% |
| 10Y | +170.7% | +164.9% | +5.7% | +78.7% |
| All | +170.7% | +164.2% | +6.4% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling