-0.7%
XRT vs SSNC
+18.8%
-19.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | +0.7% |
| 30D | -5.6% | +1.9% | -7.5% | -6.7% |
| 3M | +2.5% | +18.4% | -15.8% | -7.6% |
| 6M | +3.7% | +7.0% | -3.3% | -1.2% |
| YTD | +1.0% | -6.9% | +7.9% | +4.4% |
| 1Y | -1.2% | -8.2% | +7.0% | +2.8% |
| 3Y | +43.4% | +50.5% | -7.2% | +3.1% |
| 5Y | -0.7% | +17.4% | -18.1% | -14.7% |
| All | -0.7% | +18.8% | -19.5% | -14.7% |
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