+909.6%
BN vs SSNC
+1,021.7%
-112.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.3% | +1.4% | -1.6% | -0.9% |
| 30D | +13.6% | -2.6% | +16.2% | +14.8% |
| 3M | -6.7% | -0.6% | -6.1% | -6.7% |
| 6M | -9.0% | +19.9% | -28.9% | -17.5% |
| YTD | -8.8% | -8.2% | -0.6% | -6.4% |
| 1Y | -10.6% | -5.5% | -5.1% | -9.5% |
| 3Y | +98.8% | +56.8% | +42.0% | +59.7% |
| 5Y | +33.6% | +7.8% | +25.8% | +26.5% |
| 10Y | +298.3% | +183.3% | +115.0% | +160.4% |
| All | +909.6% | +1,021.7% | -112.1% | +300.4% |
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