+26.7%
BTDR vs SSNC
+14.8%
+11.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.2% | +4.1% |
| 7D | +22.4% | -1.8% | +24.2% | +23.4% |
| 30D | +16.5% | +1.9% | +14.5% | +15.3% |
| 3M | -31.5% | +18.4% | -49.9% | -37.9% |
| 6M | +74.0% | +7.0% | +67.1% | +66.5% |
| YTD | +13.0% | -6.9% | +20.0% | +16.5% |
| 1Y | -0.2% | -8.2% | +7.9% | +3.4% |
| 3Y | +9.9% | +50.5% | -40.6% | -0.2% |
| 5Y | +28.1% | +17.4% | +10.7% | +15.9% |
| All | +26.7% | +14.8% | +11.9% | +13.9% |
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