+527.6%
STT vs SSNC
+1,021.3%
-493.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +1.0% | -3.9% | +4.9% | +3.0% |
| 30D | +2.8% | -0.2% | +3.0% | +2.7% |
| 3M | +18.1% | +15.9% | +2.2% | +8.2% |
| 6M | +59.2% | +7.5% | +51.8% | +51.1% |
| YTD | +51.5% | -8.2% | +59.7% | +55.5% |
| 1Y | +75.7% | -9.3% | +85.0% | +81.2% |
| 3Y | +200.8% | +48.5% | +152.3% | +138.5% |
| 5Y | +155.8% | +16.0% | +139.8% | +129.6% |
| 10Y | +266.4% | +169.2% | +97.2% | +116.9% |
| All | +527.6% | +1,021.3% | -493.7% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling