+427.9%
XRT vs SSNC
+1,082.2%
-654.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -4.2% | +6.0% | -10.2% | -6.6% |
| 3M | +5.1% | +21.0% | -15.9% | -3.7% |
| 6M | +2.4% | +12.1% | -9.7% | -3.3% |
| YTD | +3.2% | -3.2% | +6.4% | +3.3% |
| 1Y | +1.5% | -4.4% | +5.9% | +2.0% |
| 3Y | +40.6% | +51.6% | -11.1% | +15.0% |
| 5Y | -1.0% | +21.1% | -22.1% | -11.3% |
| 10Y | +128.4% | +177.7% | -49.3% | +44.7% |
| All | +427.9% | +1,082.2% | -654.3% | +90.0% |
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