+1,022.5%
LOW vs SSNC
+1,037.0%
-14.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.2% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -10.1% | +1.9% | -12.0% | -10.9% |
| 3M | -2.9% | +18.4% | -21.2% | -9.9% |
| 6M | -19.4% | +7.0% | -26.4% | -22.2% |
| YTD | -15.4% | -6.9% | -8.5% | -14.1% |
| 1Y | -24.9% | -8.2% | -16.8% | -23.4% |
| 3Y | -7.8% | +50.5% | -58.3% | -24.8% |
| 5Y | +8.4% | +17.4% | -9.0% | -2.7% |
| 10Y | +226.8% | +164.9% | +61.9% | +113.8% |
| All | +1,022.5% | +1,037.0% | -14.5% | +370.4% |
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 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