+280.7%
XLE vs SSNC
+1,082.2%
-801.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +11.8% | +6.0% | +5.7% | +9.1% |
| 3M | +9.8% | +21.0% | -11.1% | +1.1% |
| 6M | +15.6% | +12.1% | +3.5% | +9.1% |
| YTD | +45.3% | -3.2% | +48.5% | +44.6% |
| 1Y | +48.3% | -4.4% | +52.7% | +47.9% |
| 3Y | +55.4% | +51.6% | +3.8% | +26.4% |
| 5Y | +216.1% | +21.1% | +195.0% | +176.5% |
| 10Y | +178.4% | +177.7% | +0.7% | +72.8% |
| All | +280.7% | +1,082.2% | -801.5% | +29.4% |
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