+1,832.9%
STRL vs SSNC
+1,022.7%
+810.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +7.1% | -0.2% | +7.3% | +7.3% |
| 30D | -39.4% | -1.9% | -37.5% | -38.9% |
| 3M | -43.0% | -0.2% | -42.8% | -43.3% |
| 6M | -65.0% | +19.4% | -84.4% | -68.9% |
| YTD | -0.8% | -8.1% | +7.3% | -1.1% |
| 1Y | -20.3% | -5.3% | -15.0% | -21.9% |
| 3Y | +356.5% | +56.9% | +299.6% | +247.1% |
| 5Y | +952.8% | +8.0% | +944.8% | +850.5% |
| 10Y | +3,877.1% | +183.6% | +3,693.5% | +2,071.1% |
| All | +1,832.9% | +1,022.7% | +810.2% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling