+195.2%
BAH vs SSNC
+184.6%
+10.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.7% | +2.3% | -0.6% | +1.0% |
| 30D | +20.8% | -3.1% | +23.9% | +21.8% |
| 3M | +11.6% | -2.7% | +14.3% | +12.4% |
| 6M | +23.1% | +23.7% | -0.6% | +15.2% |
| YTD | +5.3% | -8.0% | +13.3% | +7.3% |
| 1Y | +6.1% | -4.7% | +10.8% | +7.2% |
| 3Y | -27.5% | +58.0% | -85.5% | -37.8% |
| 5Y | +6.2% | +8.0% | -1.8% | +0.6% |
| All | +195.2% | +184.6% | +10.6% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling