+68.5%
STRL vs SSNC
-3.0%
+71.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.7% |
| 30D | -9.2% | +6.0% | -15.3% | -6.3% |
| 3M | -51.0% | +21.0% | -72.0% | -45.2% |
| 6M | +15.8% | +12.1% | +3.7% | +30.5% |
| YTD | +58.9% | -3.2% | +62.1% | +83.6% |
| 1Y | +68.5% | -4.4% | +72.9% | +105.0% |
| All | +68.5% | -3.0% | +71.5% | +105.0% |
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