+53.3%
XLE vs SSNC
-8.1%
+61.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +0.8% |
| 7D | 0.0% | -1.8% | +1.8% | -0.1% |
| 30D | +12.6% | +1.9% | +10.7% | +12.8% |
| 3M | +11.8% | +18.4% | -6.5% | +13.1% |
| 6M | +16.1% | +7.0% | +9.1% | +16.7% |
| YTD | +46.9% | -6.9% | +53.8% | +47.1% |
| 1Y | +53.3% | -8.2% | +61.4% | +54.2% |
| All | +53.3% | -8.1% | +61.4% | +54.2% |
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