+280.7%
BRKR vs SSNC
+1,034.4%
-753.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -1.0% |
| 7D | -8.7% | -4.0% | -4.6% | -6.9% |
| 30D | -9.9% | +0.5% | -10.4% | -10.1% |
| 3M | -3.1% | +18.9% | -22.0% | -11.9% |
| 6M | +45.5% | +10.8% | +34.7% | +36.4% |
| YTD | +13.7% | -7.1% | +20.8% | +15.6% |
| 1Y | +67.4% | -9.6% | +77.0% | +72.2% |
| 3Y | -13.2% | +51.1% | -64.3% | -30.2% |
| 5Y | -39.5% | +19.7% | -59.1% | -46.2% |
| 10Y | +153.5% | +172.3% | -18.9% | +54.3% |
| All | +280.7% | +1,034.4% | -753.7% | +18.7% |
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