+21.0%
STM vs SSNC
+21.4%
-0.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.5% |
| 7D | +5.8% | +0.6% | +5.2% | +5.4% |
| 30D | -1.0% | +6.0% | -7.0% | -4.5% |
| 3M | -33.3% | +21.0% | -54.2% | -41.6% |
| 6M | +57.4% | +12.1% | +45.3% | +43.8% |
| YTD | +102.2% | -3.2% | +105.4% | +105.2% |
| 1Y | +99.6% | -4.4% | +104.0% | +103.9% |
| 3Y | +14.5% | +51.6% | -37.1% | -22.2% |
| All | +21.0% | +21.4% | -0.5% | +4.2% |
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