-37.8%
BAX vs SSNC
+170.4%
-208.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -5.1% | -3.9% | -1.2% | -3.8% |
| 30D | -12.2% | -0.2% | -12.0% | -12.1% |
| 3M | +21.8% | +15.9% | +5.9% | +15.9% |
| 6M | +36.3% | +7.5% | +28.8% | +32.7% |
| YTD | +27.8% | -8.2% | +36.0% | +30.6% |
| 1Y | -0.1% | -9.3% | +9.3% | +2.5% |
| 3Y | -33.3% | +48.5% | -81.8% | -41.7% |
| 5Y | -67.1% | +16.0% | -83.1% | -69.5% |
| All | -37.8% | +170.4% | -208.2% | -54.3% |
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 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