+1,885.5%
XLK vs SSNC
+1,015.4%
+870.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.4% | -6.7% | +6.3% | +2.5% |
| 30D | -0.5% | -0.8% | +0.3% | -0.3% |
| 3M | +5.0% | +16.1% | -11.1% | -2.6% |
| 6M | +32.9% | +7.9% | +24.9% | +26.6% |
| YTD | +29.0% | -8.7% | +37.7% | +31.7% |
| 1Y | +37.8% | -9.5% | +47.3% | +40.9% |
| 3Y | +118.7% | +47.7% | +71.0% | +79.2% |
| 5Y | +145.6% | +17.6% | +127.9% | +120.9% |
| 10Y | +791.5% | +167.7% | +623.8% | +483.6% |
| All | +1,885.5% | +1,015.4% | +870.1% | +694.9% |
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 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