+106.9%
STT vs SSNC
+7.5%
+99.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -0.4% | -1.9% | +1.5% | +0.1% |
| 3M | -6.5% | -0.2% | -6.3% | -7.2% |
| 6M | +17.2% | +19.4% | -2.2% | +2.4% |
| YTD | +38.2% | -8.1% | +46.3% | +43.3% |
| 1Y | +49.3% | -5.3% | +54.6% | +51.3% |
| 3Y | +181.9% | +56.9% | +125.0% | +92.6% |
| 5Y | +106.9% | +8.0% | +98.9% | +86.7% |
| All | +106.9% | +7.5% | +99.4% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling