+216.9%
BURL vs SSNC
+178.1%
+38.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -2.8% | +0.6% | -3.4% | -3.2% |
| 30D | -28.2% | +6.0% | -34.2% | -30.4% |
| 3M | -17.6% | +21.0% | -38.6% | -25.8% |
| 6M | -11.8% | +12.1% | -23.9% | -17.6% |
| YTD | -8.1% | -3.2% | -4.9% | -8.0% |
| 1Y | -12.0% | -4.4% | -7.6% | -11.8% |
| 3Y | +63.3% | +51.6% | +11.7% | +25.4% |
| 5Y | -10.8% | +21.1% | -31.9% | -23.7% |
| All | +216.9% | +178.1% | +38.8% | +107.5% |
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