-15.7%
STM vs SSNC
+6.8%
-22.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | -10.7% | -3.3% | -7.4% | -9.0% |
| 30D | -25.7% | -1.3% | -24.5% | -25.8% |
| 3M | -21.6% | -2.3% | -19.2% | -21.6% |
| 6M | -27.8% | +12.6% | -40.4% | -35.5% |
| YTD | +61.8% | -10.1% | +71.9% | +69.4% |
| 1Y | +78.1% | -6.6% | +84.7% | +80.5% |
| 3Y | +4.9% | +54.0% | -49.1% | -32.6% |
| All | -15.7% | +6.8% | -22.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling