+444.1%
STM vs SSNC
+174.0%
+270.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | -7.9% | -2.5% | -5.4% | -6.2% |
| 30D | -14.1% | -2.7% | -11.4% | -13.2% |
| 3M | -17.6% | -0.8% | -16.8% | -18.3% |
| 6M | -24.2% | +15.5% | -39.7% | -34.4% |
| YTD | +73.3% | -8.8% | +82.1% | +75.2% |
| 1Y | +90.1% | -5.8% | +95.9% | +87.5% |
| 3Y | +10.3% | +55.7% | -45.3% | -26.4% |
| 5Y | -5.7% | +6.7% | -12.4% | -17.0% |
| 10Y | +444.1% | +184.0% | +260.1% | +171.8% |
| All | +444.1% | +174.0% | +270.1% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling