+450.0%
XRT vs SSNC
+1,023.6%
-573.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +1.7% | +2.3% | -0.6% | +0.7% |
| 30D | +7.5% | -3.1% | +10.6% | +8.8% |
| 3M | +2.2% | -2.7% | +4.9% | +3.2% |
| 6M | +14.7% | +23.7% | -9.0% | +3.7% |
| YTD | +7.5% | -8.0% | +15.5% | +9.8% |
| 1Y | +14.1% | -4.7% | +18.8% | +14.7% |
| 3Y | +58.8% | +58.0% | +0.8% | +27.4% |
| 5Y | -3.9% | +8.0% | -11.9% | -10.0% |
| 10Y | +137.7% | +183.8% | -46.1% | +50.0% |
| All | +450.0% | +1,023.6% | -573.6% | +101.9% |
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