-6.3%
NVTS vs SSNC
+17.2%
-23.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +5.1% |
| 7D | +9.7% | -1.8% | +11.5% | +11.1% |
| 30D | -13.6% | +1.9% | -15.5% | -15.8% |
| 3M | -51.0% | +18.4% | -69.4% | -60.4% |
| 6M | +46.3% | +7.0% | +39.4% | +29.2% |
| YTD | +68.1% | -6.9% | +75.0% | +73.2% |
| 1Y | +113.9% | -8.2% | +122.1% | +122.2% |
| 3Y | +45.3% | +50.5% | -5.2% | -22.5% |
| All | -6.3% | +17.2% | -23.4% | -20.6% |
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