-38.3%
BAX vs SSNC
+169.0%
-207.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.4% | -6.7% | +1.3% | -3.2% |
| 30D | -12.4% | -0.8% | -11.6% | -12.1% |
| 3M | +19.1% | +16.1% | +3.0% | +13.3% |
| 6M | +38.6% | +7.9% | +30.7% | +34.7% |
| YTD | +26.7% | -8.7% | +35.4% | +29.7% |
| 1Y | +1.0% | -9.5% | +10.5% | +3.6% |
| 3Y | -33.9% | +47.7% | -81.5% | -42.1% |
| 5Y | -67.0% | +17.6% | -84.7% | -69.5% |
| All | -38.3% | +169.0% | -207.3% | -54.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling