+258.5%
BN vs SSNC
+173.6%
+84.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | -5.2% | -4.0% | -1.1% | -2.8% |
| 30D | -14.5% | +0.5% | -15.0% | -14.8% |
| 3M | -15.0% | +18.9% | -33.9% | -24.0% |
| 6M | -5.4% | +10.8% | -16.2% | -12.1% |
| YTD | -16.4% | -7.1% | -9.3% | -13.9% |
| 1Y | -16.2% | -9.6% | -6.6% | -12.4% |
| 3Y | +67.5% | +51.1% | +16.5% | +29.5% |
| 5Y | +34.1% | +19.7% | +14.5% | +17.5% |
| All | +258.5% | +173.6% | +84.9% | +130.7% |
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