+465.1%
STM vs SSNC
+184.6%
+280.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +2.3% | +9.7% | +10.4% |
| 30D | -0.4% | -3.1% | +2.7% | +1.1% |
| 3M | -13.2% | -2.7% | -10.4% | -12.7% |
| 6M | -26.1% | +23.7% | -49.8% | -38.8% |
| YTD | +81.2% | -8.0% | +89.2% | +82.2% |
| 1Y | +98.3% | -4.7% | +103.0% | +94.1% |
| 3Y | +16.7% | +58.0% | -41.3% | -22.9% |
| 5Y | -4.8% | +8.0% | -12.8% | -16.9% |
| All | +465.1% | +184.6% | +280.4% | +181.9% |
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