-9.1%
NVTS vs SSNC
+16.9%
-26.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.8% |
| 7D | -1.4% | -4.0% | +2.6% | +2.1% |
| 30D | -16.5% | +0.5% | -17.0% | -17.5% |
| 3M | -47.6% | +18.9% | -66.6% | -57.8% |
| 6M | +7.3% | +10.8% | -3.5% | -8.8% |
| YTD | +62.9% | -7.1% | +70.0% | +68.3% |
| 1Y | +91.3% | -9.6% | +100.9% | +102.6% |
| 3Y | +43.4% | +51.1% | -7.7% | -23.9% |
| All | -9.1% | +16.9% | -26.1% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling