-10.4%
BURL vs SSNC
-4.9%
-5.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -4.4% | -1.9% | -2.5% | -4.1% |
| 3M | -28.6% | -0.2% | -28.4% | -28.6% |
| 6M | -12.3% | +19.4% | -31.7% | -15.3% |
| YTD | -11.3% | -8.1% | -3.2% | -13.6% |
| 1Y | -10.4% | -5.3% | -5.2% | -13.3% |
| All | -10.4% | -4.9% | -5.6% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling