+74.7%
STT vs SSNC
-3.0%
+77.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | +3.9% | +6.0% | -2.2% | +2.5% |
| 3M | +20.0% | +21.0% | -1.0% | +14.5% |
| 6M | +55.3% | +12.1% | +43.2% | +52.1% |
| YTD | +53.3% | -3.2% | +56.6% | +58.4% |
| 1Y | +74.7% | -4.4% | +79.1% | +81.5% |
| All | +74.7% | -3.0% | +77.7% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling