-21.1%
LOW vs SSNC
-3.0%
-18.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -7.0% | +6.0% | -13.1% | -8.1% |
| 3M | -0.9% | +21.0% | -21.8% | -4.3% |
| 6M | -20.1% | +12.1% | -32.2% | -22.5% |
| YTD | -13.9% | -3.2% | -10.7% | -14.5% |
| 1Y | -21.1% | -4.4% | -16.8% | -20.9% |
| All | -21.1% | -3.0% | -18.2% | -20.9% |
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