+957.3%
STZ vs SSNC
+1,006.7%
-49.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.1% |
| 7D | +11.8% | -2.8% | +14.6% | +12.8% |
| 30D | +26.0% | +0.4% | +25.6% | +25.7% |
| 3M | +11.5% | -0.7% | +12.3% | +11.7% |
| 6M | -2.0% | +13.9% | -15.9% | -6.2% |
| YTD | +7.9% | -9.4% | +17.3% | +9.9% |
| 1Y | +13.9% | -7.4% | +21.3% | +15.2% |
| 3Y | -35.8% | +55.7% | -91.5% | -45.9% |
| 5Y | -28.4% | +7.8% | -36.2% | -33.0% |
| 10Y | +7.1% | +178.8% | -171.8% | -27.8% |
| All | +957.3% | +1,006.7% | -49.4% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling