+47.6%
STLA vs SSNC
+169.0%
-121.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -3.8% | -6.7% | +2.9% | -0.1% |
| 30D | -3.1% | -0.8% | -2.3% | -2.6% |
| 3M | -19.6% | +16.1% | -35.7% | -26.4% |
| 6M | -23.5% | +7.9% | -31.4% | -27.5% |
| YTD | -51.5% | -8.7% | -42.8% | -50.1% |
| 1Y | -39.7% | -9.5% | -30.2% | -37.7% |
| 3Y | -66.3% | +47.7% | -114.0% | -74.1% |
| 5Y | -63.1% | +17.6% | -80.8% | -67.9% |
| All | +47.6% | +169.0% | -121.4% | -14.4% |
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