-26.3%
LOW vs SSNC
-8.1%
-18.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -3.7% | -4.0% | +0.3% | -3.0% |
| 30D | -8.9% | +0.5% | -9.4% | -8.9% |
| 3M | -10.4% | +18.9% | -29.3% | -12.9% |
| 6M | -19.4% | +10.8% | -30.2% | -21.4% |
| YTD | -17.1% | -7.1% | -10.0% | -17.3% |
| 1Y | -26.3% | -9.6% | -16.7% | -27.4% |
| All | -26.3% | -8.1% | -18.1% | -27.4% |
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 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