+59.7%
XOM vs SSNC
+46.7%
+13.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | -6.7% | +8.6% | +2.5% |
| 30D | +4.1% | -0.8% | +4.9% | +4.1% |
| 3M | +10.4% | +16.1% | -5.6% | +8.5% |
| 6M | +13.0% | +7.9% | +5.1% | +12.1% |
| YTD | +40.1% | -8.7% | +48.8% | +43.2% |
| 1Y | +51.1% | -9.5% | +60.6% | +54.8% |
| All | +59.7% | +46.7% | +13.0% | +43.4% |
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