+402.6%
XME vs SSNC
+173.6%
+229.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | -4.2% | -4.0% | -0.2% | -2.3% |
| 30D | -2.7% | +0.5% | -3.2% | -3.1% |
| 3M | -3.9% | +18.9% | -22.8% | -13.2% |
| 6M | -1.0% | +10.8% | -11.8% | -7.8% |
| YTD | +9.8% | -7.1% | +17.0% | +11.4% |
| 1Y | +32.5% | -9.6% | +42.2% | +36.1% |
| 3Y | +124.3% | +51.1% | +73.3% | +71.3% |
| 5Y | +165.8% | +19.7% | +146.1% | +126.6% |
| All | +402.6% | +173.6% | +229.0% | +192.8% |
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