+655.0%
XLI vs SSNC
+1,037.0%
-382.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | -5.8% | +1.9% | -7.7% | -6.6% |
| 3M | +0.7% | +18.4% | -17.7% | -6.5% |
| 6M | +3.2% | +7.0% | -3.8% | -0.6% |
| YTD | +13.0% | -6.9% | +20.0% | +14.5% |
| 1Y | +16.8% | -8.2% | +25.0% | +18.7% |
| 3Y | +72.4% | +50.5% | +21.9% | +42.6% |
| 5Y | +82.8% | +17.4% | +65.4% | +64.6% |
| 10Y | +252.4% | +164.9% | +87.5% | +128.7% |
| All | +655.0% | +1,037.0% | -382.0% | +173.6% |
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 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