+93.0%
BP vs SSNC
+1,023.6%
-930.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | +2.3% | +1.5% | +3.0% |
| 30D | -5.3% | -3.1% | -2.2% | -4.5% |
| 3M | +9.3% | -2.7% | +12.0% | +9.8% |
| 6M | +7.2% | +23.7% | -16.5% | -1.4% |
| YTD | +38.0% | -8.0% | +46.1% | +39.4% |
| 1Y | +33.2% | -4.7% | +37.9% | +32.6% |
| 3Y | +50.3% | +58.0% | -7.7% | +22.7% |
| 5Y | +114.1% | +8.0% | +106.1% | +97.6% |
| 10Y | +140.7% | +183.8% | -43.1% | +56.7% |
| All | +93.0% | +1,023.6% | -930.6% | -19.2% |
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 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