+133.9%
BP vs SSNC
+162.7%
-28.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +4.0% | -3.9% | +7.9% | +5.4% |
| 30D | +7.8% | -0.2% | +8.0% | +7.7% |
| 3M | +8.4% | +15.9% | -7.6% | +1.7% |
| 6M | +15.1% | +7.5% | +7.6% | +10.6% |
| YTD | +36.4% | -8.2% | +44.6% | +38.7% |
| 1Y | +40.9% | -9.3% | +50.2% | +43.4% |
| 3Y | +38.8% | +48.5% | -9.6% | +12.7% |
| 5Y | +141.1% | +16.0% | +125.1% | +113.1% |
| 10Y | +133.9% | +169.2% | -35.3% | +57.1% |
| All | +133.9% | +162.7% | -28.8% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling