+664.5%
STM vs SSNC
+162.7%
+501.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | +1.7% | -3.9% | +5.5% | +4.2% |
| 30D | -5.2% | -0.2% | -5.0% | -5.4% |
| 3M | -29.6% | +15.9% | -45.5% | -38.0% |
| 6M | +54.4% | +7.5% | +46.9% | +41.5% |
| YTD | +99.5% | -8.2% | +107.7% | +102.9% |
| 1Y | +100.8% | -9.3% | +110.1% | +105.3% |
| 3Y | +20.2% | +48.5% | -28.3% | -15.8% |
| 5Y | +21.1% | +16.0% | +5.1% | +1.5% |
| 10Y | +664.5% | +169.2% | +495.4% | +295.4% |
| All | +664.5% | +162.7% | +501.9% | +295.4% |
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