+875.6%
BN vs SSNC
+1,082.2%
-206.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | -9.5% | +6.0% | -15.5% | -12.0% |
| 3M | -10.4% | +21.0% | -31.4% | -18.7% |
| 6M | -6.4% | +12.1% | -18.4% | -12.1% |
| YTD | -11.9% | -3.2% | -8.6% | -11.5% |
| 1Y | -8.6% | -4.4% | -4.3% | -7.8% |
| 3Y | +77.6% | +51.6% | +25.9% | +45.2% |
| 5Y | +37.0% | +21.1% | +15.9% | +23.6% |
| 10Y | +266.4% | +177.7% | +88.7% | +139.5% |
| All | +875.6% | +1,082.2% | -206.6% | +278.4% |
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