+90.1%
STM vs SSNC
-5.1%
+95.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.8% |
| 7D | -7.9% | -2.5% | -5.4% | -8.8% |
| 30D | -14.1% | -2.7% | -11.4% | -14.7% |
| 3M | -17.6% | -0.8% | -16.8% | -17.3% |
| 6M | -24.2% | +15.5% | -39.7% | -18.8% |
| YTD | +73.3% | -8.8% | +82.1% | +99.1% |
| 1Y | +90.1% | -5.8% | +95.9% | +111.9% |
| All | +90.1% | -5.1% | +95.2% | +111.9% |
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 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