+2,108.4%
STX vs SSNC
+186.8%
+1,921.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.8% | +9.2% | +9.7% |
| 7D | -1.0% | -0.2% | -0.8% | -0.7% |
| 30D | -26.8% | -1.9% | -24.8% | -26.3% |
| 3M | -32.7% | -0.2% | -32.6% | -33.2% |
| 6M | -33.7% | +19.4% | -53.2% | -40.8% |
| YTD | +101.0% | -8.1% | +109.1% | +102.1% |
| 1Y | +92.7% | -5.3% | +98.0% | +90.7% |
| 3Y | +708.7% | +56.9% | +651.8% | +508.2% |
| 5Y | +504.0% | +8.0% | +496.0% | +441.6% |
| 10Y | +2,108.4% | +183.6% | +1,924.8% | +1,177.7% |
| All | +2,108.4% | +186.8% | +1,921.5% | +1,177.7% |
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 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