+21.9%
BB vs SSNC
+184.6%
-162.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +1.8% | +2.3% | -0.5% | +0.5% |
| 30D | +8.1% | -3.1% | +11.2% | +9.3% |
| 3M | -1.0% | -2.7% | +1.7% | -0.6% |
| 6M | +45.9% | +23.7% | +22.2% | +23.8% |
| YTD | +134.8% | -8.0% | +142.9% | +138.8% |
| 1Y | +104.6% | -4.7% | +109.3% | +103.1% |
| 3Y | +152.8% | +58.0% | +94.8% | +82.9% |
| 5Y | -17.4% | +8.0% | -25.4% | -25.3% |
| All | +21.9% | +184.6% | -162.7% | -27.2% |
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 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