+72.9%
BAC vs SSNC
+18.8%
+54.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +1.6% |
| 7D | +1.2% | -1.8% | +2.9% | +2.1% |
| 30D | -0.7% | +1.9% | -2.6% | -1.9% |
| 3M | +16.9% | +18.4% | -1.5% | +5.4% |
| 6M | +29.6% | +7.0% | +22.6% | +23.6% |
| YTD | +15.3% | -6.9% | +22.2% | +18.7% |
| 1Y | +28.8% | -8.2% | +37.0% | +33.4% |
| 3Y | +136.4% | +50.5% | +85.9% | +76.2% |
| 5Y | +72.9% | +17.4% | +55.5% | +47.2% |
| All | +72.9% | +18.8% | +54.2% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling