+1,743.1%
STLD vs SSNC
+998.3%
+744.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | -11.1% | -3.3% | -7.8% | -9.5% |
| 30D | -4.8% | -1.3% | -3.5% | -4.6% |
| 3M | -14.6% | -2.3% | -12.2% | -14.1% |
| 6M | -7.4% | +12.6% | -20.0% | -14.4% |
| YTD | +32.6% | -10.1% | +42.7% | +36.1% |
| 1Y | +47.3% | -6.6% | +53.9% | +48.0% |
| 3Y | +107.5% | +54.0% | +53.6% | +57.6% |
| 5Y | +268.8% | +7.0% | +261.9% | +237.0% |
| 10Y | +883.3% | +176.7% | +706.6% | +440.0% |
| All | +1,743.1% | +998.3% | +744.8% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling