+1.5%
STLA vs SSNC
+184.6%
-183.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -13.8% | +2.3% | -16.1% | -14.9% |
| 30D | -10.5% | -3.1% | -7.4% | -9.1% |
| 3M | -28.9% | -2.7% | -26.1% | -27.8% |
| 6M | -49.7% | +23.7% | -73.4% | -55.8% |
| YTD | -64.9% | -8.0% | -56.9% | -64.1% |
| 1Y | -64.0% | -4.7% | -59.3% | -64.0% |
| 3Y | -77.4% | +58.0% | -135.4% | -83.3% |
| 5Y | -74.4% | +8.0% | -82.4% | -76.7% |
| All | +1.5% | +184.6% | -183.2% | -41.7% |
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