-34.4%
BAX vs SSNC
+186.8%
-221.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +6.3% | -1.9% | +8.2% | +6.9% |
| 3M | -4.6% | -0.2% | -4.4% | -4.7% |
| 6M | +50.4% | +19.4% | +31.0% | +41.2% |
| YTD | +38.0% | -8.1% | +46.1% | +40.7% |
| 1Y | +44.6% | -5.3% | +49.9% | +46.0% |
| 3Y | -15.1% | +56.9% | -72.1% | -27.2% |
| 5Y | -63.3% | +8.0% | -71.3% | -65.4% |
| 10Y | -34.4% | +183.6% | -218.0% | -53.3% |
| All | -34.4% | +186.8% | -221.2% | -53.3% |
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