+60.1%
STLD vs SSNC
-3.9%
+64.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.9% |
| 30D | -0.4% | +0.6% | -1.0% | -0.6% |
| 3M | -9.2% | -1.5% | -7.7% | -9.3% |
| 6M | +5.0% | +15.8% | -10.8% | +5.1% |
| YTD | +42.8% | -8.0% | +50.8% | +42.3% |
| 1Y | +60.1% | -5.8% | +65.9% | +57.4% |
| All | +60.1% | -3.9% | +64.0% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling