-36.3%
STZ vs SSNC
+53.7%
-90.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.9% | -3.3% | +8.2% | +5.6% |
| 30D | +20.9% | -1.3% | +22.1% | +21.2% |
| 3M | +8.0% | -2.3% | +10.3% | +8.6% |
| 6M | -5.3% | +12.6% | -17.9% | -7.2% |
| YTD | +5.9% | -10.1% | +16.0% | +8.7% |
| 1Y | +14.2% | -6.6% | +20.8% | +15.8% |
| All | -36.3% | +53.7% | -90.0% | -46.0% |
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 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