-4.7%
BAC vs SSNC
-5.7%
+1.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +1.4% | +0.2% | +1.2% |
| 30D | -6.4% | -2.6% | -3.8% | -6.0% |
| 3M | -21.7% | -0.6% | -21.1% | -21.8% |
| 6M | +0.5% | +19.9% | -19.4% | -4.8% |
| YTD | -6.7% | -8.2% | +1.5% | -6.8% |
| 1Y | -4.7% | -5.5% | +0.9% | -6.4% |
| All | -4.7% | -5.7% | +1.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling