-29.4%
STZ vs SSNC
+6.8%
-36.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +4.9% | -3.3% | +8.2% | +5.9% |
| 30D | +20.9% | -1.3% | +22.1% | +21.2% |
| 3M | +8.0% | -2.3% | +10.3% | +8.7% |
| 6M | -5.3% | +12.6% | -17.9% | -8.4% |
| YTD | +5.9% | -10.1% | +16.0% | +8.8% |
| 1Y | +14.2% | -6.6% | +20.8% | +15.7% |
| 3Y | -37.0% | +54.0% | -90.9% | -47.2% |
| All | -29.4% | +6.8% | -36.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling