+215.2%
XLY vs SSNC
+173.6%
+41.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -1.7% | -4.0% | +2.3% | +0.2% |
| 30D | -4.2% | +0.5% | -4.7% | -4.5% |
| 3M | -2.7% | +18.9% | -21.6% | -11.0% |
| 6M | -0.6% | +10.8% | -11.5% | -6.4% |
| YTD | -5.0% | -7.1% | +2.1% | -3.0% |
| 1Y | -4.1% | -9.6% | +5.5% | -1.0% |
| 3Y | +33.6% | +51.1% | -17.5% | +5.9% |
| 5Y | +28.7% | +19.7% | +9.1% | +13.3% |
| All | +215.2% | +173.6% | +41.6% | +107.9% |
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