-31.5%
XYL vs SSNC
-3.9%
-27.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.4% |
| 7D | +14.5% | -1.1% | +15.7% | +14.9% |
| 30D | -1.3% | +0.6% | -2.0% | -1.5% |
| 3M | -17.0% | -1.5% | -15.5% | -16.7% |
| 6M | -11.3% | +15.8% | -27.1% | -14.1% |
| YTD | -25.0% | -8.0% | -17.0% | -22.2% |
| 1Y | -31.5% | -5.8% | -25.7% | -29.8% |
| All | -31.5% | -3.9% | -27.6% | -29.8% |
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