+7,301.3%
STRL vs SSNC
+162.7%
+7,138.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +8.2% | -3.9% | +12.1% | +10.0% |
| 30D | -6.3% | -0.2% | -6.1% | -6.6% |
| 3M | -41.2% | +15.9% | -57.1% | -46.6% |
| 6M | +20.4% | +7.5% | +12.9% | +12.7% |
| YTD | +61.7% | -8.2% | +69.9% | +62.7% |
| 1Y | +72.7% | -9.3% | +82.1% | +74.8% |
| 3Y | +530.9% | +48.5% | +482.5% | +391.2% |
| 5Y | +2,125.4% | +16.0% | +2,109.4% | +1,837.6% |
| 10Y | +7,301.3% | +169.2% | +7,132.2% | +4,721.4% |
| All | +7,301.3% | +162.7% | +7,138.7% | +4,721.4% |
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