+11.5%
BAX vs SSNC
+1,082.2%
-1,070.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | -5.5% | +6.0% | -11.5% | -7.1% |
| 3M | +33.5% | +21.0% | +12.6% | +26.1% |
| 6M | +35.9% | +12.1% | +23.8% | +31.0% |
| YTD | +35.4% | -3.2% | +38.6% | +35.9% |
| 1Y | +9.8% | -4.4% | +14.1% | +10.5% |
| 3Y | -32.7% | +51.6% | -84.3% | -40.8% |
| 5Y | -65.6% | +21.1% | -86.6% | -68.1% |
| 10Y | -34.9% | +177.7% | -212.6% | -53.1% |
| All | +11.5% | +1,082.2% | -1,070.7% | -49.4% |
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