-0.8%
BB vs SSNC
+169.0%
-169.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -2.1% | -6.7% | +4.7% | +1.9% |
| 30D | -16.0% | -0.8% | -15.2% | -15.8% |
| 3M | -14.5% | +16.1% | -30.6% | -23.7% |
| 6M | +118.6% | +7.9% | +110.6% | +103.5% |
| YTD | +98.9% | -8.7% | +107.6% | +105.3% |
| 1Y | +99.5% | -9.5% | +109.0% | +106.3% |
| 3Y | +65.4% | +47.7% | +17.7% | +25.9% |
| 5Y | -27.6% | +17.6% | -45.3% | -36.7% |
| All | -0.8% | +169.0% | -169.8% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling