-35.2%
STZ vs SSNC
+58.0%
-93.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | +15.2% | -3.1% | +18.3% | +15.9% |
| 3M | +7.6% | -2.7% | +10.4% | +8.2% |
| 6M | +5.3% | +23.7% | -18.4% | +1.6% |
| YTD | +8.6% | -8.0% | +16.7% | +11.0% |
| 1Y | +15.6% | -4.7% | +20.3% | +16.8% |
| 3Y | -35.2% | +58.0% | -93.2% | -45.7% |
| All | -35.2% | +58.0% | -93.2% | -45.7% |
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