+209.3%
BHP vs SSNC
+1,037.0%
-827.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.6% | +3.3% |
| 7D | +1.3% | -1.8% | +3.1% | +1.9% |
| 30D | +4.0% | +1.9% | +2.1% | +3.0% |
| 3M | +12.3% | +18.4% | -6.1% | +3.5% |
| 6M | +30.8% | +7.0% | +23.9% | +25.3% |
| YTD | +58.8% | -6.9% | +65.7% | +60.3% |
| 1Y | +76.8% | -8.2% | +85.0% | +79.1% |
| 3Y | +87.5% | +50.5% | +36.9% | +50.5% |
| 5Y | +123.9% | +17.4% | +106.5% | +97.2% |
| 10Y | +504.4% | +164.9% | +339.4% | +256.8% |
| All | +209.3% | +1,037.0% | -827.7% | -13.5% |
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