+24.8%
LOW vs SSNC
+58.0%
-33.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +1.4% | +2.3% | -0.9% | +0.6% |
| 30D | +21.7% | -3.1% | +24.8% | +23.1% |
| 3M | +5.0% | -2.7% | +7.8% | +6.0% |
| 6M | +4.6% | +23.7% | -19.1% | -3.5% |
| YTD | -3.5% | -8.0% | +4.5% | -0.4% |
| 1Y | +0.5% | -4.7% | +5.2% | +1.9% |
| 3Y | +24.8% | +58.0% | -33.2% | -12.4% |
| All | +24.8% | +58.0% | -33.2% | -12.4% |
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 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