+140.2%
STLD vs SSNC
+56.7%
+83.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | -9.0% | +6.0% | -15.0% | -10.9% |
| 3M | -12.4% | +21.0% | -33.3% | -18.1% |
| 6M | +25.5% | +12.1% | +13.4% | +20.6% |
| YTD | +43.6% | -3.2% | +46.9% | +47.1% |
| 1Y | +87.2% | -4.4% | +91.5% | +92.6% |
| All | +140.2% | +56.7% | +83.6% | +99.2% |
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