+135.8%
BP vs SSNC
+18.8%
+117.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.3% | +3.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | +9.1% | +1.9% | +7.2% | +8.5% |
| 3M | +3.9% | +18.4% | -14.5% | -0.9% |
| 6M | +13.6% | +7.0% | +6.7% | +11.1% |
| YTD | +34.0% | -6.9% | +41.0% | +36.3% |
| 1Y | +39.2% | -8.2% | +47.3% | +41.9% |
| 3Y | +36.4% | +50.5% | -14.1% | +14.5% |
| 5Y | +135.8% | +17.4% | +118.4% | +106.2% |
| All | +135.8% | +18.8% | +117.0% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling