+1,144.9%
STX vs SSNC
+18.8%
+1,126.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.8% | +10.3% | +7.8% |
| 7D | +10.7% | -1.8% | +12.5% | +11.2% |
| 30D | +11.3% | +1.9% | +9.4% | +10.1% |
| 3M | +3.2% | +18.4% | -15.2% | -5.2% |
| 6M | +157.0% | +7.0% | +150.0% | +147.2% |
| YTD | +229.2% | -6.9% | +236.1% | +239.3% |
| 1Y | +381.8% | -8.2% | +390.0% | +397.8% |
| 3Y | +1,383.2% | +50.5% | +1,332.6% | +996.1% |
| 5Y | +1,144.9% | +17.4% | +1,127.5% | +969.7% |
| All | +1,144.9% | +18.8% | +1,126.1% | +969.7% |
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