+135.3%
XME vs SSNC
+47.5%
+87.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | +0.9% |
| 30D | +1.4% | -0.2% | +1.6% | +1.3% |
| 3M | +2.7% | +15.9% | -13.2% | -2.5% |
| 6M | +6.5% | +7.5% | -0.9% | +4.1% |
| YTD | +15.2% | -8.2% | +23.4% | +20.9% |
| 1Y | +43.5% | -9.3% | +52.8% | +51.5% |
| All | +135.3% | +47.5% | +87.8% | +85.1% |
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 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