+661.1%
BX vs SSNC
+173.6%
+487.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.3% |
| 7D | -5.6% | -4.0% | -1.6% | -2.9% |
| 30D | -12.2% | +0.5% | -12.8% | -12.5% |
| 3M | +7.4% | +18.9% | -11.5% | -5.1% |
| 6M | +22.2% | +10.8% | +11.3% | +13.1% |
| YTD | -14.0% | -7.1% | -6.9% | -10.6% |
| 1Y | -27.3% | -9.6% | -17.7% | -23.1% |
| 3Y | +24.5% | +51.1% | -26.5% | -6.2% |
| 5Y | +18.9% | +19.7% | -0.8% | +4.9% |
| All | +661.1% | +173.6% | +487.5% | +361.9% |
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 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