+30.8%
XLV vs SSNC
+49.3%
-18.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.6% | -4.0% | +0.5% | -2.5% |
| 30D | -1.8% | +0.5% | -2.4% | -2.0% |
| 3M | +7.8% | +18.9% | -11.1% | +2.8% |
| 6M | +9.1% | +10.8% | -1.7% | +5.9% |
| YTD | +7.7% | -7.1% | +14.9% | +9.9% |
| 1Y | +20.4% | -9.6% | +30.0% | +23.9% |
| 3Y | +30.8% | +51.1% | -20.3% | +14.6% |
| All | +30.8% | +49.3% | -18.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling