-14.5%
XYL vs SSNC
+15.9%
-30.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +0.8% | -3.9% | +4.7% | +2.8% |
| 30D | -10.8% | -0.2% | -10.7% | -10.9% |
| 3M | -2.5% | +15.9% | -18.5% | -10.3% |
| 6M | -12.2% | +7.5% | -19.6% | -16.2% |
| YTD | -20.1% | -8.2% | -11.9% | -16.9% |
| 1Y | -20.6% | -9.3% | -11.3% | -17.1% |
| 3Y | +17.3% | +48.5% | -31.1% | -11.1% |
| 5Y | -14.5% | +16.0% | -30.5% | -23.0% |
| All | -14.5% | +15.9% | -30.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling