+270.8%
BAC vs SSNC
+1,000.8%
-730.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.0% | -4.5% | +6.5% | +4.4% |
| 30D | -6.9% | -3.9% | -3.1% | -5.3% |
| 3M | -19.6% | -1.3% | -18.2% | -19.5% |
| 6M | -0.5% | +14.1% | -14.6% | -8.6% |
| YTD | -6.6% | -9.9% | +3.3% | -3.6% |
| 1Y | -3.0% | -6.2% | +3.3% | -2.0% |
| 3Y | +97.3% | +56.1% | +41.2% | +50.5% |
| 5Y | +21.9% | +5.4% | +16.5% | +13.2% |
| 10Y | +251.7% | +172.3% | +79.4% | +92.0% |
| All | +270.8% | +1,000.8% | -730.0% | -10.3% |
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