+490.9%
XLF vs SSNC
+1,037.0%
-546.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | +0.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | -0.5% | +1.9% | -2.4% | -1.4% |
| 3M | +10.6% | +18.4% | -7.7% | +2.2% |
| 6M | +14.3% | +7.0% | +7.3% | +10.1% |
| YTD | +5.5% | -6.9% | +12.5% | +7.6% |
| 1Y | +9.6% | -8.2% | +17.7% | +12.2% |
| 3Y | +75.2% | +50.5% | +24.6% | +43.5% |
| 5Y | +65.5% | +17.4% | +48.1% | +49.2% |
| 10Y | +246.4% | +164.9% | +81.5% | +118.6% |
| All | +490.9% | +1,037.0% | -546.1% | +99.2% |
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 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