+25.1%
BROS vs SSNC
+21.0%
+4.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +1.4% |
| 7D | -0.9% | -1.8% | +0.9% | +0.3% |
| 30D | -13.5% | +1.9% | -15.4% | -14.8% |
| 3M | -18.4% | +18.4% | -36.8% | -30.0% |
| 6M | -10.6% | +7.0% | -17.5% | -17.0% |
| YTD | -25.1% | -6.9% | -18.1% | -21.9% |
| 1Y | -28.6% | -8.2% | -20.5% | -25.0% |
| 3Y | +65.6% | +50.5% | +15.0% | +7.5% |
| All | +25.1% | +21.0% | +4.1% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling