+264.7%
XOM vs SSNC
+14.9%
+249.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | -6.7% | +8.6% | +3.2% |
| 30D | +4.1% | -0.8% | +4.9% | +4.1% |
| 3M | +10.4% | +16.1% | -5.6% | +6.8% |
| 6M | +13.0% | +7.9% | +5.1% | +10.8% |
| YTD | +40.1% | -8.7% | +48.8% | +42.8% |
| 1Y | +51.1% | -9.5% | +60.6% | +54.3% |
| 3Y | +57.7% | +47.7% | +10.1% | +37.7% |
| 5Y | +264.7% | +17.6% | +247.1% | +200.4% |
| All | +264.7% | +14.9% | +249.8% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling