-33.1%
BAX vs SSNC
+184.6%
-217.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.7% |
| 30D | +4.1% | -3.1% | +7.2% | +5.1% |
| 3M | -4.5% | -2.7% | -1.8% | -3.8% |
| 6M | +49.2% | +23.7% | +25.6% | +38.5% |
| YTD | +35.2% | -8.0% | +43.3% | +37.9% |
| 1Y | +38.3% | -4.7% | +43.0% | +39.3% |
| 3Y | -19.0% | +58.0% | -77.0% | -30.7% |
| 5Y | -64.2% | +8.0% | -72.1% | -66.2% |
| All | -33.1% | +184.6% | -217.8% | -52.2% |
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