+1.1%
STZ vs SSNC
+172.0%
-170.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +4.9% | -3.3% | +8.2% | +6.1% |
| 30D | +20.9% | -1.3% | +22.1% | +21.3% |
| 3M | +8.0% | -2.3% | +10.3% | +8.8% |
| 6M | -5.3% | +12.6% | -17.9% | -9.3% |
| YTD | +5.9% | -10.1% | +16.0% | +8.5% |
| 1Y | +14.2% | -6.6% | +20.8% | +15.3% |
| 3Y | -37.0% | +54.0% | -90.9% | -47.7% |
| 5Y | -29.7% | +7.0% | -36.7% | -34.5% |
| All | +1.1% | +172.0% | -170.9% | -30.3% |
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