+293.4%
STLD vs SSNC
+18.8%
+274.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.1% |
| 7D | +2.7% | -1.8% | +4.4% | +3.5% |
| 30D | -8.4% | +1.9% | -10.3% | -9.4% |
| 3M | -9.9% | +18.4% | -28.2% | -17.5% |
| 6M | +33.0% | +7.0% | +26.1% | +27.7% |
| YTD | +42.6% | -6.9% | +49.5% | +46.5% |
| 1Y | +80.8% | -8.2% | +88.9% | +86.8% |
| 3Y | +143.4% | +50.5% | +92.9% | +83.3% |
| 5Y | +293.4% | +17.4% | +276.0% | +249.4% |
| All | +293.4% | +18.8% | +274.7% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling