+189.2%
STLA vs SSNC
+985.2%
-796.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -4.5% | -1.9% | -4.5% |
| 30D | -1.3% | -3.9% | +2.5% | +0.3% |
| 3M | -19.9% | -1.3% | -18.6% | -19.5% |
| 6M | -42.9% | +14.1% | -57.0% | -46.4% |
| YTD | -59.4% | -9.9% | -49.5% | -58.4% |
| 1Y | -56.8% | -6.2% | -50.6% | -56.5% |
| 3Y | -73.1% | +56.1% | -129.1% | -78.2% |
| 5Y | -70.1% | +5.4% | -75.5% | -71.6% |
| 10Y | +19.8% | +172.3% | -152.5% | -16.8% |
| All | +189.2% | +985.2% | -796.0% | +80.3% |
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