-44.0%
BIDU vs SSNC
+19.2%
-63.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -8.1% | -4.0% | -4.1% | -6.3% |
| 30D | -12.8% | +0.5% | -13.3% | -13.1% |
| 3M | -21.3% | +18.9% | -40.2% | -27.9% |
| 6M | -27.0% | +10.8% | -37.8% | -31.0% |
| YTD | -30.0% | -7.1% | -22.9% | -27.9% |
| 1Y | -18.3% | -9.6% | -8.7% | -14.6% |
| 3Y | -33.8% | +51.1% | -84.9% | -51.7% |
| All | -44.0% | +19.2% | -63.2% | -51.1% |
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 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