+263.8%
STLA vs SSNC
+1,065.4%
-801.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | -1.2% | +6.0% | -7.3% | -3.6% |
| 3M | -24.8% | +21.0% | -45.7% | -30.9% |
| 6M | -25.6% | +12.1% | -37.7% | -29.7% |
| YTD | -48.9% | -3.2% | -45.7% | -49.1% |
| 1Y | -38.8% | -4.4% | -34.4% | -38.7% |
| 3Y | -64.5% | +51.6% | -116.2% | -71.0% |
| 5Y | -62.4% | +21.1% | -83.5% | -66.3% |
| 10Y | +55.4% | +177.7% | -122.3% | +6.2% |
| All | +263.8% | +1,065.4% | -801.6% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling