+163.4%
XOP vs SSNC
+14.9%
+148.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +1.6% | -6.7% | +8.4% | +4.3% |
| 30D | +9.6% | -0.8% | +10.4% | +9.7% |
| 3M | +16.9% | +16.1% | +0.9% | +9.4% |
| 6M | +24.0% | +7.9% | +16.1% | +19.0% |
| YTD | +56.2% | -8.7% | +64.9% | +61.3% |
| 1Y | +51.8% | -9.5% | +61.3% | +57.0% |
| 3Y | +37.0% | +47.7% | -10.7% | +8.2% |
| 5Y | +163.4% | +17.6% | +145.7% | +115.7% |
| All | +163.4% | +14.9% | +148.5% | +115.7% |
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