+64.3%
XLF vs SSNC
+19.2%
+45.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | -1.5% | -4.0% | +2.6% | +0.5% |
| 30D | -1.2% | +0.5% | -1.7% | -1.5% |
| 3M | +9.2% | +18.9% | -9.7% | -0.6% |
| 6M | +16.3% | +10.8% | +5.5% | +9.5% |
| YTD | +5.4% | -7.1% | +12.6% | +8.6% |
| 1Y | +7.6% | -9.6% | +17.2% | +12.2% |
| 3Y | +74.2% | +51.1% | +23.1% | +35.2% |
| All | +64.3% | +19.2% | +45.0% | +40.0% |
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