+86.6%
BURL vs SSNC
+54.4%
+32.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +4.1% | -3.3% | +7.4% | +5.3% |
| 30D | -9.5% | -1.3% | -8.2% | -9.2% |
| 3M | -33.5% | -2.3% | -31.2% | -33.1% |
| 6M | -22.1% | +12.6% | -34.7% | -25.9% |
| YTD | -14.6% | -10.1% | -4.5% | -11.4% |
| 1Y | -8.4% | -6.6% | -1.8% | -6.8% |
| 3Y | +86.6% | +54.0% | +32.6% | +34.0% |
| All | +86.6% | +54.4% | +32.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling