+772.0%
NUE vs SSNC
+1,021.3%
-249.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -2.3% | -3.9% | +1.6% | -0.6% |
| 30D | -6.1% | -0.2% | -5.9% | -6.2% |
| 3M | +1.7% | +15.9% | -14.3% | -5.5% |
| 6M | +53.1% | +7.5% | +45.6% | +46.5% |
| YTD | +59.0% | -8.2% | +67.3% | +62.3% |
| 1Y | +85.3% | -9.3% | +94.7% | +89.8% |
| 3Y | +63.2% | +48.5% | +14.8% | +32.4% |
| 5Y | +146.8% | +16.0% | +130.8% | +122.3% |
| 10Y | +584.3% | +169.2% | +415.1% | +327.4% |
| All | +772.0% | +1,021.3% | -249.3% | +192.1% |
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