+51.8%
STLD vs SSNC
-5.7%
+57.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +6.9% | +1.4% | +5.5% | +6.8% |
| 30D | -1.5% | -2.6% | +1.2% | -1.6% |
| 3M | -9.7% | -0.6% | -9.1% | -9.8% |
| 6M | +2.3% | +19.9% | -17.6% | +2.7% |
| YTD | +41.0% | -8.2% | +49.2% | +39.9% |
| 1Y | +51.8% | -5.5% | +57.4% | +49.5% |
| All | +51.8% | -5.7% | +57.6% | +49.5% |
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