-99.2%
NVD vs SSNC
+50.6%
-149.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +1.7% |
| 7D | -7.7% | -1.8% | -5.9% | -8.4% |
| 30D | -5.8% | +1.9% | -7.7% | -4.6% |
| 3M | -23.2% | +18.4% | -41.6% | -15.8% |
| 6M | -49.7% | +7.0% | -56.7% | -49.3% |
| YTD | -47.7% | -6.9% | -40.8% | -53.3% |
| 1Y | -61.3% | -8.2% | -53.2% | -66.1% |
| 3Y | -99.2% | +50.5% | -149.7% | -98.9% |
| All | -99.2% | +50.6% | -149.8% | -98.9% |
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 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