+1,742.0%
STRL vs SSNC
+1,013.9%
+728.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -19.8% | -2.5% | -17.3% | -18.6% |
| 30D | -43.6% | -2.7% | -40.8% | -42.9% |
| 3M | -45.2% | -0.8% | -44.4% | -45.4% |
| 6M | -65.7% | +15.5% | -81.2% | -69.1% |
| YTD | -5.4% | -8.8% | +3.4% | -5.5% |
| 1Y | -24.7% | -5.8% | -18.9% | -26.0% |
| 3Y | +335.0% | +55.7% | +279.3% | +231.9% |
| 5Y | +915.3% | +6.7% | +908.6% | +821.9% |
| 10Y | +3,877.5% | +184.0% | +3,693.4% | +2,069.5% |
| All | +1,742.0% | +1,013.9% | +728.0% | +313.8% |
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