+88.9%
BP vs SSNC
+1,022.7%
-933.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -3.1% | -1.9% | -1.2% | -2.8% |
| 3M | +6.2% | -0.2% | +6.3% | +5.7% |
| 6M | +4.8% | +19.4% | -14.6% | -2.4% |
| YTD | +35.2% | -8.1% | +43.3% | +36.5% |
| 1Y | +27.4% | -5.3% | +32.7% | +27.2% |
| 3Y | +49.8% | +56.9% | -7.2% | +22.6% |
| 5Y | +109.4% | +8.0% | +101.4% | +93.2% |
| 10Y | +135.7% | +183.6% | -47.9% | +53.5% |
| All | +88.9% | +1,022.7% | -933.8% | -20.9% |
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