+87.6%
BB vs SSNC
-3.9%
+91.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +6.8% |
| 7D | -6.8% | -1.1% | -5.7% | -6.9% |
| 30D | -3.5% | +0.6% | -4.1% | -3.9% |
| 3M | -1.2% | -1.5% | +0.2% | -1.6% |
| 6M | +57.0% | +15.8% | +41.2% | +57.0% |
| YTD | +131.1% | -8.0% | +139.1% | +152.4% |
| 1Y | +87.6% | -5.8% | +93.4% | +102.2% |
| All | +87.6% | -3.9% | +91.5% | +102.2% |
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