+14.0%
BAX vs SSNC
+1,000.8%
-986.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -4.5% | +13.5% | +10.5% |
| 30D | +8.5% | -3.9% | +12.3% | +9.6% |
| 3M | -4.1% | -1.3% | -2.8% | -3.9% |
| 6M | +46.9% | +14.1% | +32.8% | +40.9% |
| YTD | +38.4% | -9.9% | +48.3% | +41.7% |
| 1Y | +47.0% | -6.2% | +53.2% | +48.8% |
| 3Y | -14.9% | +56.1% | -71.0% | -25.6% |
| 5Y | -62.5% | +5.4% | -67.9% | -64.0% |
| 10Y | -33.9% | +172.3% | -206.2% | -52.0% |
| All | +14.0% | +1,000.8% | -986.8% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling