+119.6%
BHP vs SSNC
+7.5%
+112.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | -4.5% | -3.1% | -1.4% | -4.0% |
| 3M | -6.9% | -2.7% | -4.1% | -6.6% |
| 6M | -10.6% | +23.7% | -34.2% | -18.2% |
| YTD | +37.2% | -8.0% | +45.2% | +40.2% |
| 1Y | +48.0% | -4.7% | +52.7% | +48.8% |
| 3Y | +52.6% | +58.0% | -5.4% | +18.0% |
| All | +119.6% | +7.5% | +112.1% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling