+14.4%
XYL vs SSNC
+46.7%
-32.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.2% | -6.7% | +5.5% | +1.6% |
| 30D | -13.2% | -0.8% | -12.4% | -13.0% |
| 3M | -0.2% | +16.1% | -16.2% | -6.5% |
| 6M | -12.5% | +7.9% | -20.4% | -15.6% |
| YTD | -20.9% | -8.7% | -12.2% | -17.3% |
| 1Y | -21.6% | -9.5% | -12.1% | -17.7% |
| All | +14.4% | +46.7% | -32.3% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling