+369.4%
XLP vs SSNC
+1,082.2%
-712.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -0.9% | +6.0% | -6.9% | -2.1% |
| 3M | +3.8% | +21.0% | -17.2% | -0.4% |
| 6M | -1.7% | +12.1% | -13.8% | -4.4% |
| YTD | +10.3% | -3.2% | +13.5% | +10.3% |
| 1Y | +7.8% | -4.4% | +12.2% | +8.0% |
| 3Y | +27.2% | +51.6% | -24.4% | +14.7% |
| 5Y | +32.5% | +21.1% | +11.4% | +23.8% |
| 10Y | +101.8% | +177.7% | -75.9% | +56.3% |
| All | +369.4% | +1,082.2% | -712.8% | +172.3% |
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