+34.0%
BN vs SSNC
+7.5%
+26.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | +2.3% | -3.3% | -2.6% |
| 30D | +14.0% | -3.1% | +17.1% | +16.0% |
| 3M | -9.0% | -2.7% | -6.3% | -7.8% |
| 6M | -8.8% | +23.7% | -32.5% | -24.1% |
| YTD | -10.3% | -8.0% | -2.2% | -5.9% |
| 1Y | -5.8% | -4.7% | -1.1% | -4.3% |
| 3Y | +94.8% | +58.0% | +36.8% | +27.2% |
| All | +34.0% | +7.5% | +26.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling