+359.7%
BAC vs SSNC
+1,082.2%
-722.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.4% | +6.0% | -6.4% | -3.5% |
| 3M | +16.9% | +21.0% | -4.1% | +4.8% |
| 6M | +26.6% | +12.1% | +14.5% | +17.8% |
| YTD | +15.8% | -3.2% | +19.0% | +15.8% |
| 1Y | +27.2% | -4.4% | +31.5% | +27.6% |
| 3Y | +132.4% | +51.6% | +80.8% | +81.2% |
| 5Y | +72.6% | +21.1% | +51.5% | +49.8% |
| 10Y | +389.7% | +177.7% | +212.0% | +165.3% |
| All | +359.7% | +1,082.2% | -722.5% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling