+161.7%
XME vs SSNC
+1,037.0%
-875.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.9% |
| 7D | +3.6% | -1.8% | +5.4% | +4.4% |
| 30D | +3.6% | +1.9% | +1.7% | +2.6% |
| 3M | +1.2% | +18.4% | -17.2% | -7.8% |
| 6M | +9.0% | +7.0% | +2.1% | +3.7% |
| YTD | +15.9% | -6.9% | +22.9% | +17.1% |
| 1Y | +43.2% | -8.2% | +51.3% | +45.1% |
| 3Y | +137.4% | +50.5% | +86.8% | +86.6% |
| 5Y | +185.0% | +17.4% | +167.7% | +150.1% |
| 10Y | +409.5% | +164.9% | +244.5% | +197.4% |
| All | +161.7% | +1,037.0% | -875.3% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling