+297.0%
BNS vs SSNC
+1,021.3%
-724.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -1.3% | -3.9% | +2.6% | 0.0% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +13.8% | +15.9% | -2.1% | +7.7% |
| 6M | +32.7% | +7.5% | +25.2% | +28.4% |
| YTD | +27.6% | -8.2% | +35.8% | +29.7% |
| 1Y | +47.4% | -9.3% | +56.7% | +50.1% |
| 3Y | +129.0% | +48.5% | +80.5% | +94.3% |
| 5Y | +92.7% | +16.0% | +76.7% | +75.5% |
| 10Y | +182.1% | +169.2% | +12.9% | +91.8% |
| All | +297.0% | +1,021.3% | -724.3% | +62.9% |
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