+135.9%
XLU vs SSNC
+173.6%
-37.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.6% | -4.0% | +2.4% | -0.6% |
| 30D | -3.3% | +0.5% | -3.8% | -3.5% |
| 3M | -3.2% | +18.9% | -22.1% | -7.6% |
| 6M | -7.0% | +10.8% | -17.8% | -9.9% |
| YTD | +0.6% | -7.1% | +7.8% | +1.7% |
| 1Y | +2.4% | -9.6% | +12.0% | +4.1% |
| 3Y | +46.3% | +51.1% | -4.8% | +28.1% |
| 5Y | +44.0% | +19.7% | +24.3% | +31.8% |
| All | +135.9% | +173.6% | -37.7% | +79.5% |
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