+2,994.7%
STRL vs SSNC
+1,082.2%
+1,912.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +6.3% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | -9.2% | +6.0% | -15.3% | -11.9% |
| 3M | -51.0% | +21.0% | -72.0% | -56.4% |
| 6M | +15.8% | +12.1% | +3.7% | +6.1% |
| YTD | +58.9% | -3.2% | +62.1% | +55.2% |
| 1Y | +68.5% | -4.4% | +72.9% | +65.5% |
| 3Y | +485.2% | +51.6% | +433.6% | +355.4% |
| 5Y | +2,005.1% | +21.1% | +1,984.0% | +1,706.8% |
| 10Y | +7,118.0% | +177.7% | +6,940.3% | +3,891.2% |
| All | +2,994.7% | +1,082.2% | +1,912.5% | +579.5% |
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