+194.0%
STT vs SSNC
+184.6%
+9.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | +2.3% | +2.5% | +3.4% |
| 30D | +3.9% | -3.1% | +7.0% | +5.4% |
| 3M | -8.2% | -2.7% | -5.4% | -7.3% |
| 6M | +15.6% | +23.7% | -8.1% | +0.2% |
| YTD | +37.6% | -8.0% | +45.7% | +41.0% |
| 1Y | +50.1% | -4.7% | +54.8% | +50.4% |
| 3Y | +183.1% | +58.0% | +125.1% | +107.5% |
| 5Y | +104.8% | +8.0% | +96.9% | +86.0% |
| All | +194.0% | +184.6% | +9.3% | +84.4% |
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