+353.6%
XOM vs SSNC
+1,021.3%
-667.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | 0.0% | -3.9% | +3.9% | +1.2% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | +11.0% | +15.9% | -4.9% | +5.6% |
| 6M | +10.6% | +7.5% | +3.2% | +7.2% |
| YTD | +39.2% | -8.2% | +47.4% | +41.0% |
| 1Y | +52.7% | -9.3% | +62.1% | +54.9% |
| 3Y | +56.8% | +48.5% | +8.3% | +33.9% |
| 5Y | +261.8% | +16.0% | +245.8% | +228.6% |
| 10Y | +191.3% | +169.2% | +22.1% | +102.8% |
| All | +353.6% | +1,021.3% | -667.7% | +101.1% |
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 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