+149.9%
XLE vs SSNC
+6.8%
+143.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -12.0% | -3.3% | -8.7% | -11.2% |
| 30D | -2.7% | -1.3% | -1.5% | -2.7% |
| 3M | +6.6% | -2.3% | +8.9% | +6.7% |
| 6M | +9.5% | +12.6% | -3.1% | +4.9% |
| YTD | +40.6% | -10.1% | +50.7% | +44.2% |
| 1Y | +43.6% | -6.6% | +50.2% | +45.1% |
| 3Y | +58.1% | +54.0% | +4.1% | +31.7% |
| All | +149.9% | +6.8% | +143.1% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling