+19.4%
SSNC vs BTG
+78.0%
-58.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -4.0% | -3.8% | -0.3% | -3.7% |
| 30D | +0.5% | +3.6% | -3.1% | +0.2% |
| 3M | +18.9% | +32.0% | -13.1% | +15.8% |
| 6M | +10.8% | +3.4% | +7.5% | +9.9% |
| YTD | -7.1% | +20.8% | -27.9% | -9.9% |
| 1Y | -9.6% | +22.4% | -32.0% | -13.1% |
| 3Y | +51.1% | +91.7% | -40.7% | +34.1% |
| All | +19.4% | +78.0% | -58.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling