-73.5%
STLA vs SSNC
+55.8%
-129.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -4.5% | -1.9% | -4.6% |
| 30D | -1.3% | -3.9% | +2.5% | +0.3% |
| 3M | -19.9% | -1.3% | -18.6% | -19.4% |
| 6M | -42.9% | +14.1% | -57.0% | -45.8% |
| YTD | -59.4% | -9.9% | -49.5% | -56.8% |
| 1Y | -56.8% | -6.2% | -50.6% | -55.2% |
| All | -73.5% | +55.8% | -129.3% | -78.6% |
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