-99.9%
BIYA vs SSNC
-0.6%
-99.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +9.0% | +2.3% | +6.7% | +8.5% |
| 30D | -12.9% | -3.1% | -9.8% | -12.5% |
| 3M | -54.7% | -2.7% | -51.9% | -54.5% |
| 6M | -85.1% | +23.7% | -108.7% | -85.1% |
| YTD | -96.9% | -8.0% | -88.8% | -96.6% |
| 1Y | -98.5% | -4.7% | -93.8% | -98.4% |
| All | -99.9% | -0.6% | -99.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling