-9.2%
STZ vs SSNC
+175.8%
-185.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.9% | +0.6% | -2.6% | -2.1% |
| 30D | -1.9% | +6.0% | -7.9% | -3.8% |
| 3M | -6.2% | +21.0% | -27.2% | -12.2% |
| 6M | -14.0% | +12.1% | -26.1% | -17.7% |
| YTD | -5.1% | -3.2% | -1.9% | -5.1% |
| 1Y | -9.6% | -4.4% | -5.2% | -9.3% |
| 3Y | -47.2% | +51.6% | -98.9% | -55.9% |
| 5Y | -33.6% | +21.1% | -54.7% | -40.8% |
| All | -9.2% | +175.8% | -185.0% | -39.9% |
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