+5,682.8%
STX vs SSNC
+1,021.7%
+4,661.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +16.8% | +1.4% | +15.5% | +16.2% |
| 30D | -27.0% | -2.6% | -24.4% | -26.4% |
| 3M | -37.9% | -0.6% | -37.3% | -38.2% |
| 6M | -32.5% | +19.9% | -52.4% | -39.8% |
| YTD | +98.6% | -8.2% | +106.8% | +98.5% |
| 1Y | +93.6% | -5.5% | +99.1% | +90.8% |
| 3Y | +699.1% | +56.8% | +642.3% | +509.5% |
| 5Y | +481.0% | +7.8% | +473.2% | +425.7% |
| 10Y | +2,082.0% | +183.3% | +1,898.7% | +1,099.5% |
| All | +5,682.8% | +1,021.7% | +4,661.1% | +1,569.0% |
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