+246.5%
BBY vs SSNC
+173.6%
+73.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.1% |
| 7D | +0.6% | -4.0% | +4.6% | +2.8% |
| 30D | +9.4% | +0.5% | +8.9% | +9.0% |
| 3M | +19.3% | +18.9% | +0.4% | +7.7% |
| 6M | +47.9% | +10.8% | +37.1% | +38.2% |
| YTD | +39.6% | -7.1% | +46.7% | +43.2% |
| 1Y | +22.2% | -9.6% | +31.8% | +26.9% |
| 3Y | +45.0% | +51.1% | -6.1% | +12.4% |
| 5Y | +2.6% | +19.7% | -17.1% | -10.8% |
| All | +246.5% | +173.6% | +73.0% | +114.2% |
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