+457.9%
XRT vs SSNC
+1,022.7%
-564.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -1.4% | -0.2% | -1.3% | -1.4% |
| 30D | +9.8% | -1.9% | +11.7% | +10.5% |
| 3M | +3.3% | -0.2% | +3.4% | +3.1% |
| 6M | +13.6% | +19.4% | -5.8% | +4.3% |
| YTD | +9.1% | -8.1% | +17.2% | +11.4% |
| 1Y | +15.1% | -5.3% | +20.3% | +15.9% |
| 3Y | +59.9% | +56.9% | +3.0% | +28.7% |
| 5Y | -1.7% | +8.0% | -9.8% | -8.0% |
| 10Y | +141.1% | +183.6% | -42.5% | +52.2% |
| All | +457.9% | +1,022.7% | -564.8% | +104.9% |
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