+42.7%
XLP vs SSNC
+7.9%
+34.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | +8.2% | -2.6% | +10.8% | +8.8% |
| 3M | +7.7% | -0.6% | +8.3% | +7.8% |
| 6M | +9.3% | +19.9% | -10.6% | +4.8% |
| YTD | +19.5% | -8.2% | +27.7% | +21.3% |
| 1Y | +21.0% | -5.5% | +26.6% | +21.9% |
| 3Y | +43.2% | +56.8% | -13.5% | +24.6% |
| 5Y | +42.7% | +7.8% | +34.9% | +34.6% |
| All | +42.7% | +7.9% | +34.8% | +34.6% |
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 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