+46.8%
XOP vs SSNC
+1,082.2%
-1,035.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.3% |
| 7D | +2.6% | +0.6% | +1.9% | +2.2% |
| 30D | +15.4% | +6.0% | +9.4% | +12.0% |
| 3M | +12.1% | +21.0% | -8.9% | +0.7% |
| 6M | +19.7% | +12.1% | +7.6% | +11.0% |
| YTD | +52.4% | -3.2% | +55.6% | +51.2% |
| 1Y | +47.6% | -4.4% | +51.9% | +46.7% |
| 3Y | +34.4% | +51.6% | -17.3% | +3.4% |
| 5Y | +154.4% | +21.1% | +133.3% | +116.7% |
| 10Y | +54.7% | +177.7% | -123.0% | -14.7% |
| All | +46.8% | +1,082.2% | -1,035.4% | -63.5% |
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