+1,645.4%
BKNG vs SSNC
+1,015.4%
+630.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -10.7% | -6.7% | -3.9% | -7.5% |
| 30D | -18.1% | -0.8% | -17.3% | -17.7% |
| 3M | +8.5% | +16.1% | -7.5% | +0.6% |
| 6M | -0.1% | +7.9% | -8.0% | -4.1% |
| YTD | -18.2% | -8.7% | -9.5% | -14.8% |
| 1Y | -19.9% | -9.5% | -10.4% | -16.4% |
| 3Y | +41.6% | +47.7% | -6.1% | +15.8% |
| 5Y | +93.1% | +17.6% | +75.5% | +75.0% |
| 10Y | +214.8% | +167.7% | +47.1% | +95.2% |
| All | +1,645.4% | +1,015.4% | +630.1% | +519.9% |
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 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