-66.9%
BAX vs SSNC
+18.8%
-85.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -2.0% |
| 7D | -2.4% | -1.8% | -0.7% | -1.7% |
| 30D | -9.7% | +1.9% | -11.6% | -10.5% |
| 3M | +29.3% | +18.4% | +10.9% | +19.8% |
| 6M | +40.7% | +7.0% | +33.7% | +35.9% |
| YTD | +30.3% | -6.9% | +37.2% | +33.2% |
| 1Y | +3.4% | -8.2% | +11.6% | +6.2% |
| 3Y | -32.0% | +50.5% | -82.6% | -43.9% |
| 5Y | -66.9% | +17.4% | -84.3% | -70.6% |
| All | -66.9% | +18.8% | -85.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling