+47.9%
BND vs SSNC
+1,037.0%
-989.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | -0.4% | +1.9% | -2.3% | -0.4% |
| 3M | -0.2% | +18.4% | -18.6% | -0.3% |
| 6M | -1.2% | +7.0% | -8.1% | -1.2% |
| YTD | -0.3% | -6.9% | +6.6% | -0.3% |
| 1Y | +0.4% | -8.2% | +8.6% | +0.4% |
| 3Y | +13.4% | +50.5% | -37.1% | +13.4% |
| 5Y | -1.5% | +17.4% | -18.9% | -1.7% |
| 10Y | +15.5% | +164.9% | -149.5% | +17.1% |
| All | +47.9% | +1,037.0% | -989.1% | +58.6% |
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