+432.8%
XYL vs SSNC
+1,177.2%
-744.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -5.0% | +0.6% | -5.7% | -5.3% |
| 30D | -13.2% | +6.0% | -19.3% | -15.4% |
| 3M | -3.7% | +21.0% | -24.7% | -11.5% |
| 6M | -17.7% | +12.1% | -29.8% | -22.2% |
| YTD | -21.5% | -3.2% | -18.3% | -21.3% |
| 1Y | -24.5% | -4.4% | -20.1% | -24.1% |
| 3Y | +6.9% | +51.6% | -44.7% | -12.2% |
| 5Y | -18.1% | +21.1% | -39.2% | -26.7% |
| 10Y | +134.7% | +177.7% | -43.0% | +52.4% |
| All | +432.8% | +1,177.2% | -744.4% | +124.3% |
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