+96.5%
STM vs SSNC
-3.9%
+100.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.4% | -6.6% |
| 7D | -6.0% | -1.1% | -4.9% | -6.4% |
| 30D | -20.9% | +0.6% | -21.6% | -20.4% |
| 3M | -15.8% | -1.5% | -14.3% | -15.6% |
| 6M | -17.0% | +15.8% | -32.9% | -10.9% |
| YTD | +76.8% | -8.0% | +84.8% | +104.4% |
| 1Y | +96.5% | -5.8% | +102.3% | +121.7% |
| All | +96.5% | -3.9% | +100.4% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling