+476.4%
BHP vs SSNC
+173.6%
+302.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -3.6% | -4.0% | +0.4% | -2.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.6% |
| 3M | +1.2% | +18.9% | -17.7% | -6.9% |
| 6M | +21.4% | +10.8% | +10.6% | +14.6% |
| YTD | +50.4% | -7.1% | +57.6% | +52.4% |
| 1Y | +67.5% | -9.6% | +77.1% | +71.5% |
| 3Y | +72.8% | +51.1% | +21.8% | +37.0% |
| 5Y | +112.6% | +19.7% | +92.9% | +84.2% |
| All | +476.4% | +173.6% | +302.9% | +255.0% |
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