+271.6%
BAC vs SSNC
+1,022.7%
-751.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -7.2% | -1.9% | -5.2% | -6.6% |
| 3M | -20.4% | -0.2% | -20.3% | -20.9% |
| 6M | +1.3% | +19.4% | -18.1% | -9.1% |
| YTD | -6.4% | -8.1% | +1.7% | -4.3% |
| 1Y | -3.5% | -5.3% | +1.8% | -3.0% |
| 3Y | +96.7% | +56.9% | +39.8% | +49.7% |
| 5Y | +20.6% | +8.0% | +12.6% | +10.6% |
| 10Y | +233.0% | +183.6% | +49.4% | +78.3% |
| All | +271.6% | +1,022.7% | -751.1% | -11.0% |
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