+148.7%
XLK vs SSNC
+19.2%
+129.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +2.2% |
| 30D | -0.6% | +0.5% | -1.2% | -1.1% |
| 3M | +2.6% | +18.9% | -16.4% | -7.2% |
| 6M | +34.0% | +10.8% | +23.1% | +25.4% |
| YTD | +30.7% | -7.1% | +37.8% | +35.2% |
| 1Y | +39.2% | -9.6% | +48.8% | +46.0% |
| 3Y | +120.4% | +51.1% | +69.4% | +62.2% |
| All | +148.7% | +19.2% | +129.5% | +115.4% |
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