+754.9%
STLD vs SSNC
+170.8%
+584.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -9.7% | -4.5% | -5.2% | -7.3% |
| 30D | -4.5% | -3.9% | -0.7% | -2.9% |
| 3M | -13.1% | -1.3% | -11.8% | -13.2% |
| 6M | -2.8% | +14.1% | -16.9% | -11.2% |
| YTD | +35.3% | -9.9% | +45.2% | +39.3% |
| 1Y | +51.4% | -6.2% | +57.6% | +52.0% |
| 3Y | +117.9% | +56.1% | +61.9% | +59.3% |
| 5Y | +272.6% | +5.4% | +267.2% | +240.1% |
| All | +754.9% | +170.8% | +584.1% | +421.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling