+3,786.6%
STRL vs SSNC
+184.2%
+3,602.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +23.4% | +1.4% | +22.1% | +22.7% |
| 30D | -39.5% | -2.6% | -36.9% | -38.9% |
| 3M | -45.1% | -0.6% | -44.5% | -45.3% |
| 6M | -64.6% | +19.9% | -84.5% | -68.6% |
| YTD | -1.5% | -8.2% | +6.7% | -1.2% |
| 1Y | -20.8% | -5.5% | -15.2% | -21.8% |
| 3Y | +353.1% | +56.8% | +296.3% | +241.2% |
| 5Y | +942.9% | +7.8% | +935.1% | +839.1% |
| All | +3,786.6% | +184.2% | +3,602.4% | +2,371.9% |
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