+253.9%
XLI vs SSNC
+173.6%
+80.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | -1.7% | -4.0% | +2.4% | +0.1% |
| 30D | -7.3% | +0.5% | -7.8% | -7.6% |
| 3M | -1.3% | +18.9% | -20.3% | -9.3% |
| 6M | +2.2% | +10.8% | -8.6% | -3.4% |
| YTD | +11.7% | -7.1% | +18.8% | +13.6% |
| 1Y | +14.3% | -9.6% | +23.9% | +17.4% |
| 3Y | +70.3% | +51.1% | +19.3% | +36.7% |
| 5Y | +82.3% | +19.7% | +62.7% | +60.1% |
| All | +253.9% | +173.6% | +80.3% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling