+308.2%
BTI vs SSNC
+1,037.0%
-728.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | -7.0% | +1.9% | -9.0% | -7.5% |
| 3M | -6.3% | +18.4% | -24.7% | -10.3% |
| 6M | -2.0% | +7.0% | -8.9% | -4.1% |
| YTD | +0.2% | -6.9% | +7.1% | +1.1% |
| 1Y | +3.8% | -8.2% | +12.0% | +4.9% |
| 3Y | +112.1% | +50.5% | +61.5% | +87.0% |
| 5Y | +113.6% | +17.4% | +96.2% | +97.7% |
| 10Y | +69.6% | +164.9% | -95.3% | +24.9% |
| All | +308.2% | +1,037.0% | -728.7% | +116.7% |
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