+81.8%
XLI vs SSNC
+19.2%
+62.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 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% | -8.7% |
| 6M | +2.2% | +10.8% | -8.6% | -2.7% |
| YTD | +11.7% | -7.1% | +18.8% | +14.7% |
| 1Y | +14.3% | -9.6% | +23.9% | +18.7% |
| 3Y | +70.3% | +51.1% | +19.3% | +35.5% |
| All | +81.8% | +19.2% | +62.6% | +56.3% |
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