+88.2%
XLRE vs SSNC
+173.6%
-85.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.2% |
| 7D | -1.2% | -4.0% | +2.9% | +0.4% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -2.5% | +18.9% | -21.4% | -9.2% |
| 6M | +4.0% | +10.8% | -6.9% | -0.8% |
| YTD | +9.3% | -7.1% | +16.4% | +11.1% |
| 1Y | +5.6% | -9.6% | +15.2% | +8.3% |
| 3Y | +31.3% | +51.1% | -19.8% | +8.7% |
| 5Y | +9.5% | +19.7% | -10.1% | -2.3% |
| All | +88.2% | +173.6% | -85.3% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling