+66.9%
BROS vs SSNC
+47.5%
+19.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -6.6% | -3.9% | -2.7% | -4.5% |
| 30D | -12.3% | -0.2% | -12.2% | -12.3% |
| 3M | -22.2% | +15.9% | -38.1% | -29.9% |
| 6M | -14.3% | +7.5% | -21.7% | -18.9% |
| YTD | -26.6% | -8.2% | -18.3% | -22.2% |
| 1Y | -31.5% | -9.3% | -22.2% | -26.8% |
| All | +66.9% | +47.5% | +19.4% | +14.3% |
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