+82.9%
BP vs SSNC
+1,082.2%
-999.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +7.6% | +6.0% | +1.6% | +5.4% |
| 3M | +0.7% | +21.0% | -20.3% | -6.3% |
| 6M | +15.5% | +12.1% | +3.4% | +9.9% |
| YTD | +30.8% | -3.2% | +34.1% | +30.3% |
| 1Y | +34.3% | -4.4% | +38.7% | +33.9% |
| 3Y | +35.1% | +51.6% | -16.6% | +12.4% |
| 5Y | +126.8% | +21.1% | +105.7% | +101.5% |
| 10Y | +123.4% | +177.7% | -54.3% | +46.4% |
| All | +82.9% | +1,082.2% | -999.3% | -24.5% |
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