+69.8%
XLI vs SSNC
+47.5%
+22.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | -6.9% | -0.2% | -6.8% | -7.0% |
| 3M | -1.9% | +15.9% | -17.9% | -6.9% |
| 6M | +1.0% | +7.5% | -6.4% | -1.4% |
| YTD | +11.3% | -8.2% | +19.5% | +16.1% |
| 1Y | +15.8% | -9.3% | +25.1% | +21.4% |
| All | +69.8% | +47.5% | +22.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling