+264.3%
STT vs SSNC
+173.6%
+90.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.1% |
| 7D | -0.4% | -4.0% | +3.6% | +1.9% |
| 30D | +1.7% | +0.5% | +1.2% | +1.3% |
| 3M | +17.9% | +18.9% | -1.0% | +5.3% |
| 6M | +55.3% | +10.8% | +44.5% | +43.8% |
| YTD | +52.7% | -7.1% | +59.8% | +56.3% |
| 1Y | +75.7% | -9.6% | +85.3% | +82.4% |
| 3Y | +197.9% | +51.1% | +146.8% | +125.8% |
| 5Y | +158.8% | +19.7% | +139.1% | +123.3% |
| All | +264.3% | +173.6% | +90.7% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling