+106.4%
XLRE vs SSNC
+145.0%
-38.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.7% | -6.7% | +4.0% | -0.2% |
| 30D | -2.3% | -0.8% | -1.5% | -2.1% |
| 3M | -3.5% | +16.1% | -19.5% | -9.1% |
| 6M | +1.9% | +7.9% | -6.1% | -1.7% |
| YTD | +8.3% | -8.7% | +17.1% | +10.8% |
| 1Y | +6.4% | -9.5% | +15.9% | +9.0% |
| 3Y | +30.2% | +47.7% | -17.4% | +9.6% |
| 5Y | +8.6% | +17.6% | -9.0% | -2.0% |
| 10Y | +87.4% | +167.7% | -80.4% | +31.5% |
| All | +106.4% | +145.0% | -38.7% | +48.1% |
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