+221.9%
BURL vs SSNC
+184.6%
+37.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.7% |
| 7D | -1.6% | +2.3% | -3.9% | -2.7% |
| 30D | -7.7% | -3.1% | -4.6% | -6.5% |
| 3M | -31.7% | -2.7% | -28.9% | -30.9% |
| 6M | -15.2% | +23.7% | -38.8% | -24.9% |
| YTD | -15.9% | -8.0% | -7.9% | -13.9% |
| 1Y | -14.2% | -4.7% | -9.5% | -13.9% |
| 3Y | +93.5% | +58.0% | +35.5% | +44.0% |
| 5Y | -9.9% | +8.0% | -17.9% | -18.5% |
| All | +221.9% | +184.6% | +37.3% | +127.9% |
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 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