+235.9%
NVDA vs SSNC
+58.0%
+178.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | +2.3% | -15.0% | -13.3% |
| 30D | -26.4% | -3.1% | -23.3% | -26.0% |
| 3M | -27.6% | -2.7% | -24.9% | -27.4% |
| 6M | -27.7% | +23.7% | -51.4% | -33.2% |
| YTD | -12.5% | -8.0% | -4.4% | -8.6% |
| 1Y | -12.6% | -4.7% | -7.9% | -10.5% |
| 3Y | +235.9% | +58.0% | +178.0% | +225.2% |
| All | +235.9% | +58.0% | +178.0% | +225.2% |
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