+77.1%
STT vs SSNC
-9.9%
+87.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.4% | -6.7% | +5.4% | +0.1% |
| 30D | +2.2% | -0.8% | +3.0% | +2.4% |
| 3M | +18.8% | +16.1% | +2.8% | +14.2% |
| 6M | +57.9% | +7.9% | +50.0% | +55.4% |
| YTD | +51.0% | -8.7% | +59.7% | +58.0% |
| 1Y | +77.1% | -9.5% | +86.6% | +86.6% |
| All | +77.1% | -9.9% | +87.0% | +86.6% |
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