+104.6%
XME vs SSNC
+1,023.6%
-918.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.7% |
| 7D | +0.3% | +2.3% | -2.0% | -0.8% |
| 30D | -6.1% | -3.1% | -3.0% | -5.1% |
| 3M | -18.6% | -2.7% | -15.9% | -18.1% |
| 6M | -23.9% | +23.7% | -47.6% | -32.7% |
| YTD | -9.3% | -8.0% | -1.3% | -8.4% |
| 1Y | +1.8% | -4.7% | +6.5% | +1.0% |
| 3Y | +93.0% | +58.0% | +35.0% | +47.3% |
| 5Y | +107.0% | +8.0% | +99.0% | +88.3% |
| 10Y | +266.9% | +183.8% | +83.1% | +106.8% |
| All | +104.6% | +1,023.6% | -918.9% | -47.8% |
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 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