+18.4%
BROS vs SSNC
+18.7%
-0.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | -6.1% | -6.7% | +0.7% | -1.0% |
| 30D | -12.4% | -0.8% | -11.6% | -11.9% |
| 3M | -27.9% | +16.1% | -44.0% | -37.2% |
| 6M | -16.8% | +7.9% | -24.7% | -23.5% |
| YTD | -29.0% | -8.7% | -20.3% | -24.9% |
| 1Y | -33.2% | -9.5% | -23.7% | -29.0% |
| 3Y | +56.8% | +47.7% | +9.1% | +3.4% |
| All | +18.4% | +18.7% | -0.2% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling