+152.6%
STLA vs SSNC
+1,005.8%
-853.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -13.1% | +1.4% | -14.4% | -13.6% |
| 30D | -13.3% | -2.6% | -10.6% | -12.3% |
| 3M | -27.9% | -0.6% | -27.2% | -27.7% |
| 6M | -47.8% | +19.9% | -67.7% | -52.1% |
| YTD | -64.6% | -8.2% | -56.4% | -63.9% |
| 1Y | -64.0% | -5.5% | -58.4% | -63.8% |
| 3Y | -76.8% | +56.8% | -133.6% | -81.3% |
| 5Y | -74.2% | +7.8% | -82.0% | -75.8% |
| 10Y | -5.4% | +183.3% | -188.7% | -35.1% |
| All | +152.6% | +1,005.8% | -853.2% | +56.1% |
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