+426.2%
BTSG vs SSNC
+33.1%
+393.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -5.8% | -6.7% | +1.0% | -3.2% |
| 30D | 0.0% | -0.8% | +0.8% | +0.2% |
| 3M | -4.5% | +16.1% | -20.5% | -10.8% |
| 6M | +40.0% | +7.9% | +32.1% | +35.3% |
| YTD | +54.6% | -8.7% | +63.3% | +63.6% |
| 1Y | +106.1% | -9.5% | +115.6% | +119.2% |
| All | +426.2% | +33.1% | +393.1% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling