+632.5%
XLI vs SSNC
+1,023.6%
-391.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | +2.3% | +1.5% | +2.8% |
| 30D | +1.0% | -3.1% | +4.1% | +2.1% |
| 3M | -8.9% | -2.7% | -6.2% | -8.2% |
| 6M | -2.3% | +23.7% | -26.0% | -11.2% |
| YTD | +9.7% | -8.0% | +17.7% | +11.3% |
| 1Y | +12.3% | -4.7% | +17.0% | +12.3% |
| 3Y | +71.5% | +58.0% | +13.5% | +38.8% |
| 5Y | +70.2% | +8.0% | +62.2% | +58.0% |
| 10Y | +227.5% | +183.8% | +43.6% | +107.5% |
| All | +632.5% | +1,023.6% | -391.0% | +166.0% |
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 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