-33.2%
BROS vs SSNC
-9.9%
-23.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -6.1% | -6.7% | +0.7% | -4.0% |
| 30D | -12.4% | -0.8% | -11.6% | -12.1% |
| 3M | -27.9% | +16.1% | -44.0% | -32.0% |
| 6M | -16.8% | +7.9% | -24.7% | -18.8% |
| YTD | -29.0% | -8.7% | -20.3% | -26.4% |
| 1Y | -33.2% | -9.5% | -23.7% | -34.1% |
| All | -33.2% | -9.9% | -23.3% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling