-29.4%
BAX vs SSNC
+57.8%
-87.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -1.1% | +0.6% | -1.8% | -1.5% |
| 30D | -5.5% | +6.0% | -11.5% | -8.0% |
| 3M | +33.5% | +21.0% | +12.6% | +22.2% |
| 6M | +35.9% | +12.1% | +23.8% | +28.2% |
| YTD | +35.4% | -3.2% | +38.6% | +35.9% |
| 1Y | +9.8% | -4.4% | +14.1% | +10.8% |
| All | -29.4% | +57.8% | -87.2% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling