-45.7%
BROS vs SSNC
+7.9%
-53.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -2.5% | +1.4% | -3.8% | -3.5% |
| 30D | -11.2% | -2.6% | -8.6% | -9.6% |
| 3M | -33.9% | -0.6% | -33.3% | -33.9% |
| 6M | -33.5% | +19.9% | -53.4% | -43.8% |
| YTD | -44.9% | -8.2% | -36.8% | -42.2% |
| 1Y | -41.5% | -5.5% | -35.9% | -40.1% |
| 3Y | +22.4% | +56.8% | -34.3% | -24.0% |
| 5Y | -45.7% | +7.8% | -53.5% | -49.9% |
| All | -45.7% | +7.9% | -53.5% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling