-7.8%
BRO vs SSNC
+49.3%
-57.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -7.3% | -4.0% | -3.3% | -5.7% |
| 30D | -6.9% | +0.5% | -7.4% | -7.0% |
| 3M | +10.7% | +18.9% | -8.3% | +3.3% |
| 6M | -2.7% | +10.8% | -13.5% | -7.1% |
| YTD | -16.3% | -7.1% | -9.2% | -15.2% |
| 1Y | -29.1% | -9.6% | -19.5% | -27.5% |
| 3Y | -7.8% | +51.1% | -58.9% | -21.5% |
| All | -7.8% | +49.3% | -57.1% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling