+28.1%
BA vs SSNC
+177.4%
-149.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.7% | -4.5% | +2.8% | +1.2% |
| 30D | -9.5% | -3.9% | -5.6% | -7.5% |
| 3M | -26.5% | -1.3% | -25.1% | -26.2% |
| 6M | -27.4% | +14.1% | -41.5% | -34.6% |
| YTD | -20.6% | -9.9% | -10.7% | -17.4% |
| 1Y | -11.4% | -6.2% | -5.2% | -10.5% |
| 3Y | -10.8% | +56.1% | -66.9% | -38.6% |
| 5Y | -21.9% | +5.4% | -27.3% | -29.5% |
| 10Y | +28.1% | +172.3% | -144.2% | -24.1% |
| All | +28.1% | +177.4% | -149.3% | -24.1% |
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