-89.6%
BB vs SSNC
+1,082.2%
-1,171.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.6% | +0.6% | -6.3% | -5.9% |
| 30D | -11.8% | +6.0% | -17.8% | -14.2% |
| 3M | -25.5% | +21.0% | -46.5% | -33.0% |
| 6M | +121.3% | +12.1% | +109.2% | +106.2% |
| YTD | +103.2% | -3.2% | +106.4% | +102.7% |
| 1Y | +102.6% | -4.4% | +107.0% | +102.9% |
| 3Y | +37.5% | +51.6% | -14.1% | +11.6% |
| 5Y | -30.4% | +21.1% | -51.5% | -37.3% |
| 10Y | 0.0% | +177.7% | -177.7% | -33.2% |
| All | -89.6% | +1,082.2% | -1,171.8% | -95.8% |
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