-46.8%
STZ vs SSNC
+52.6%
-99.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | +0.6% | -2.6% | -2.1% |
| 30D | -1.9% | +6.0% | -7.9% | -3.0% |
| 3M | -6.2% | +21.0% | -27.2% | -9.7% |
| 6M | -14.0% | +12.1% | -26.1% | -16.0% |
| YTD | -5.1% | -3.2% | -1.9% | -4.0% |
| 1Y | -9.6% | -4.4% | -5.2% | -8.2% |
| All | -46.8% | +52.6% | -99.4% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling