-9.4%
NVTS vs SSNC
+15.6%
-24.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.1% |
| 7D | +3.5% | -3.9% | +7.4% | +6.8% |
| 30D | -11.9% | -0.2% | -11.7% | -12.4% |
| 3M | -49.2% | +15.9% | -65.2% | -58.1% |
| 6M | +38.4% | +7.5% | +31.0% | +21.2% |
| YTD | +62.5% | -8.2% | +70.7% | +69.5% |
| 1Y | +101.4% | -9.3% | +110.7% | +111.6% |
| 3Y | +40.4% | +48.5% | -8.0% | -24.1% |
| All | -9.4% | +15.6% | -24.9% | -22.3% |
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