+468.7%
BTSG vs SSNC
+35.7%
+433.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +4.5% |
| 7D | +5.7% | -1.8% | +7.5% | +6.4% |
| 30D | +0.2% | +1.9% | -1.7% | -0.7% |
| 3M | +5.6% | +18.4% | -12.7% | -2.2% |
| 6M | +50.8% | +7.0% | +43.8% | +46.9% |
| YTD | +67.0% | -6.9% | +74.0% | +75.5% |
| 1Y | +145.5% | -8.2% | +153.7% | +159.8% |
| All | +468.7% | +35.7% | +433.1% | +419.8% |
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