+255.1%
BURL vs SSNC
+177.4%
+77.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +7.7% | -4.5% | +12.2% | +10.2% |
| 30D | -7.1% | -3.9% | -3.3% | -5.5% |
| 3M | -30.3% | -1.3% | -29.0% | -30.1% |
| 6M | -15.5% | +14.1% | -29.7% | -22.0% |
| YTD | -11.0% | -9.9% | -1.1% | -7.8% |
| 1Y | -8.4% | -6.2% | -2.2% | -7.3% |
| 3Y | +96.7% | +56.1% | +40.6% | +47.3% |
| 5Y | -14.1% | +5.4% | -19.4% | -21.3% |
| 10Y | +255.1% | +172.3% | +82.8% | +150.2% |
| All | +255.1% | +177.4% | +77.6% | +150.2% |
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