-99.1%
NVD vs SSNC
+50.3%
-149.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +1.2% |
| 7D | +10.8% | -4.0% | +14.9% | +8.4% |
| 30D | +0.8% | +0.5% | +0.2% | +1.3% |
| 3M | -20.8% | +18.9% | -39.8% | -12.9% |
| 6M | -41.2% | +10.8% | -52.0% | -38.6% |
| YTD | -44.2% | -7.1% | -37.1% | -50.3% |
| 1Y | -54.2% | -9.6% | -44.5% | -60.4% |
| 3Y | -99.1% | +51.1% | -150.2% | -98.8% |
| All | -99.1% | +50.3% | -149.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling