+18.4%
XRT vs SSNC
-3.9%
+22.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.9% |
| 7D | +8.0% | -1.1% | +9.2% | +8.3% |
| 30D | +13.0% | +0.6% | +12.4% | +12.9% |
| 3M | +1.7% | -1.5% | +3.2% | +2.0% |
| 6M | +12.6% | +15.8% | -3.2% | +9.2% |
| YTD | +10.7% | -8.0% | +18.6% | +14.7% |
| 1Y | +18.4% | -5.8% | +24.2% | +20.1% |
| All | +18.4% | -3.9% | +22.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling