+55.0%
BIDU vs SSNC
+1,037.0%
-982.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.8% | -3.1% | -5.3% |
| 7D | -2.4% | -1.8% | -0.7% | -1.6% |
| 30D | -15.6% | +1.9% | -17.5% | -16.4% |
| 3M | -22.3% | +18.4% | -40.7% | -28.5% |
| 6M | -22.3% | +7.0% | -29.2% | -25.5% |
| YTD | -29.2% | -6.9% | -22.2% | -28.2% |
| 1Y | -14.8% | -8.2% | -6.7% | -13.2% |
| 3Y | -31.8% | +50.5% | -82.3% | -45.6% |
| 5Y | -43.1% | +17.4% | -60.5% | -49.4% |
| 10Y | -50.6% | +164.9% | -215.6% | -70.3% |
| All | +55.0% | +1,037.0% | -982.0% | -56.1% |
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 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