+86.9%
STLD vs SSNC
-9.3%
+96.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.2% |
| 7D | -2.8% | -3.9% | +1.1% | -2.6% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -10.6% | +15.9% | -26.5% | -10.9% |
| 6M | +32.7% | +7.5% | +25.2% | +32.4% |
| YTD | +42.8% | -8.2% | +51.0% | +45.3% |
| 1Y | +86.9% | -9.3% | +96.3% | +90.9% |
| All | +86.9% | -9.3% | +96.2% | +90.9% |
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