-22.6%
XYL vs SSNC
+7.5%
-30.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | +2.3% | -6.0% | -4.9% |
| 30D | -8.3% | -3.1% | -5.2% | -7.0% |
| 3M | -21.4% | -2.7% | -18.7% | -20.6% |
| 6M | -12.9% | +23.7% | -36.6% | -23.0% |
| YTD | -30.1% | -8.0% | -22.0% | -27.5% |
| 1Y | -35.2% | -4.7% | -30.5% | -34.2% |
| 3Y | -0.8% | +58.0% | -58.8% | -28.0% |
| All | -22.6% | +7.5% | -30.1% | -25.7% |
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