+42.8%
XOP vs SSNC
+1,023.6%
-980.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +6.3% | +2.3% | +4.0% | +5.2% |
| 30D | -6.6% | -3.1% | -3.5% | -5.5% |
| 3M | +3.6% | -2.7% | +6.3% | +4.3% |
| 6M | +10.8% | +23.7% | -12.9% | -2.3% |
| YTD | +48.3% | -8.0% | +56.3% | +50.0% |
| 1Y | +42.9% | -4.7% | +47.6% | +41.8% |
| 3Y | +43.3% | +58.0% | -14.7% | +7.3% |
| 5Y | +94.0% | +8.0% | +86.0% | +74.5% |
| 10Y | +53.7% | +183.8% | -130.1% | -16.4% |
| All | +42.8% | +1,023.6% | -980.8% | -63.8% |
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