+650.5%
BLK vs SSNC
+1,021.3%
-370.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.4% |
| 7D | -2.7% | -3.9% | +1.2% | -0.7% |
| 30D | -4.8% | -0.2% | -4.6% | -4.7% |
| 3M | +6.5% | +15.9% | -9.4% | -1.6% |
| 6M | +13.2% | +7.5% | +5.7% | +8.2% |
| YTD | +1.8% | -8.2% | +10.0% | +5.0% |
| 1Y | -1.0% | -9.3% | +8.4% | +2.5% |
| 3Y | +66.0% | +48.5% | +17.5% | +33.5% |
| 5Y | +31.2% | +16.0% | +15.2% | +18.3% |
| 10Y | +278.5% | +169.2% | +109.3% | +124.9% |
| All | +650.5% | +1,021.3% | -370.8% | +128.3% |
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