+107.5%
STLD vs SSNC
+54.4%
+53.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -11.1% | -3.3% | -7.8% | -10.2% |
| 30D | -4.8% | -1.3% | -3.5% | -4.8% |
| 3M | -14.6% | -2.3% | -12.2% | -14.5% |
| 6M | -7.4% | +12.6% | -20.0% | -11.9% |
| YTD | +32.6% | -10.1% | +42.7% | +38.5% |
| 1Y | +47.3% | -6.6% | +53.9% | +50.5% |
| 3Y | +107.5% | +54.0% | +53.6% | +62.5% |
| All | +107.5% | +54.4% | +53.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling