+484.0%
BLDR vs SSNC
+184.6%
+299.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | -3.0% | +2.3% | -5.3% | -4.6% |
| 30D | +20.1% | -3.1% | +23.2% | +22.6% |
| 3M | -17.5% | -2.7% | -14.8% | -16.1% |
| 6M | -16.1% | +23.7% | -39.8% | -29.1% |
| YTD | -41.0% | -8.0% | -33.0% | -39.2% |
| 1Y | -41.6% | -4.7% | -36.9% | -41.4% |
| 3Y | -50.8% | +58.0% | -108.8% | -66.8% |
| 5Y | -10.8% | +8.0% | -18.7% | -19.7% |
| All | +484.0% | +184.6% | +299.4% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling