-63.2%
STLA vs SSNC
+15.9%
-79.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | +0.4% | -3.9% | +4.3% | +2.6% |
| 30D | -5.2% | -0.2% | -5.0% | -5.0% |
| 3M | -24.9% | +15.9% | -40.8% | -31.1% |
| 6M | -25.2% | +7.5% | -32.6% | -28.6% |
| YTD | -51.4% | -8.2% | -43.2% | -49.4% |
| 1Y | -40.7% | -9.3% | -31.4% | -37.8% |
| 3Y | -66.3% | +48.5% | -114.7% | -75.2% |
| 5Y | -63.2% | +16.0% | -79.3% | -66.6% |
| All | -63.2% | +15.9% | -79.2% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling