+191.5%
BAH vs SSNC
+162.7%
+28.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -1.3% | -3.9% | +2.6% | -0.1% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -7.2% | +15.9% | -23.1% | -11.3% |
| 6M | -10.0% | +7.5% | -17.4% | -12.1% |
| YTD | -12.5% | -8.2% | -4.2% | -10.6% |
| 1Y | -27.9% | -9.3% | -18.6% | -26.2% |
| 3Y | -31.4% | +48.5% | -79.9% | -40.1% |
| 5Y | -3.2% | +16.0% | -19.2% | -10.3% |
| 10Y | +191.5% | +169.2% | +22.3% | +102.2% |
| All | +191.5% | +162.7% | +28.8% | +102.2% |
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 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