+73.9%
BA vs SSNC
+175.8%
-101.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | +1.2% | +0.6% | +0.5% | +0.7% |
| 30D | -11.6% | +6.0% | -17.7% | -15.1% |
| 3M | -2.4% | +21.0% | -23.3% | -14.7% |
| 6M | -6.6% | +12.1% | -18.7% | -14.6% |
| YTD | -2.2% | -3.2% | +1.0% | -2.4% |
| 1Y | -8.0% | -4.4% | -3.7% | -7.9% |
| 3Y | -5.0% | +51.6% | -56.6% | -32.6% |
| 5Y | -2.7% | +21.1% | -23.8% | -20.0% |
| All | +73.9% | +175.8% | -101.9% | -2.1% |
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 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