+668.0%
BE vs SSNC
+60.0%
+608.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | +10.8% | +2.3% | +8.5% | +8.8% |
| 30D | -19.8% | -3.1% | -16.7% | -17.8% |
| 3M | -18.7% | -2.7% | -16.0% | -17.7% |
| 6M | -33.7% | +23.7% | -57.4% | -48.8% |
| YTD | +121.0% | -8.0% | +129.0% | +116.6% |
| 1Y | +85.4% | -4.7% | +90.1% | +75.8% |
| 3Y | +1,709.5% | +58.0% | +1,651.5% | +901.6% |
| 5Y | +462.2% | +8.0% | +454.2% | +363.3% |
| All | +668.0% | +60.0% | +608.0% | +272.6% |
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