+667.3%
BNY vs SSNC
+1,015.4%
-348.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -1.1% | -6.7% | +5.7% | +1.9% |
| 30D | +1.4% | -0.8% | +2.2% | +1.6% |
| 3M | +16.8% | +16.1% | +0.8% | +8.5% |
| 6M | +42.0% | +7.9% | +34.0% | +35.7% |
| YTD | +41.9% | -8.7% | +50.6% | +45.6% |
| 1Y | +59.2% | -9.5% | +68.7% | +63.6% |
| 3Y | +290.9% | +47.7% | +243.3% | +221.3% |
| 5Y | +259.0% | +17.6% | +241.4% | +223.0% |
| 10Y | +413.0% | +167.7% | +245.3% | +211.2% |
| All | +667.3% | +1,015.4% | -348.0% | +139.0% |
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