+11.1%
BAX vs SSNC
+1,021.7%
-1,010.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +3.4% | -2.6% | +6.1% | +4.1% |
| 3M | -4.5% | -0.6% | -3.9% | -4.4% |
| 6M | +44.0% | +19.9% | +24.1% | +36.1% |
| YTD | +34.9% | -8.2% | +43.1% | +37.4% |
| 1Y | +37.9% | -5.5% | +43.5% | +39.3% |
| 3Y | -17.1% | +56.8% | -73.9% | -27.6% |
| 5Y | -64.3% | +7.8% | -72.1% | -65.9% |
| 10Y | -35.9% | +183.3% | -219.2% | -53.9% |
| All | +11.1% | +1,021.7% | -1,010.6% | -48.9% |
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