+45.0%
BBY vs SSNC
+49.3%
-4.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.2% |
| 7D | +0.6% | -4.0% | +4.6% | +2.6% |
| 30D | +9.4% | +0.5% | +8.9% | +9.0% |
| 3M | +19.3% | +18.9% | +0.4% | +8.6% |
| 6M | +47.9% | +10.8% | +37.1% | +39.5% |
| YTD | +39.6% | -7.1% | +46.7% | +45.7% |
| 1Y | +22.2% | -9.6% | +31.8% | +29.8% |
| 3Y | +45.0% | +51.1% | -6.1% | +12.1% |
| All | +45.0% | +49.3% | -4.3% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling