+2,133.0%
STRL vs SSNC
+18.8%
+2,114.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.1% | +4.6% |
| 7D | +10.1% | -1.8% | +11.9% | +10.7% |
| 30D | -8.2% | +1.9% | -10.1% | -9.1% |
| 3M | -43.7% | +18.4% | -62.1% | -48.6% |
| 6M | +27.1% | +7.0% | +20.1% | +21.6% |
| YTD | +64.0% | -6.9% | +70.9% | +68.7% |
| 1Y | +75.2% | -8.2% | +83.3% | +81.5% |
| 3Y | +539.9% | +50.5% | +489.4% | +387.6% |
| 5Y | +2,133.0% | +17.4% | +2,115.6% | +1,841.0% |
| All | +2,133.0% | +18.8% | +2,114.2% | +1,841.0% |
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 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