+298.8%
ROIV vs SSNC
+19.3%
+279.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.8% | +22.6% | +20.1% |
| 7D | +20.2% | -1.8% | +21.9% | +20.5% |
| 30D | +14.1% | +1.9% | +12.2% | +12.9% |
| 3M | +45.6% | +18.4% | +27.2% | +35.1% |
| 6M | +44.1% | +7.0% | +37.2% | +39.2% |
| YTD | +91.2% | -6.9% | +98.1% | +94.4% |
| 1Y | +221.3% | -8.2% | +229.5% | +228.0% |
| 3Y | +229.2% | +50.5% | +178.7% | +169.7% |
| 5Y | +316.5% | +17.4% | +299.1% | +250.2% |
| All | +298.8% | +19.3% | +279.6% | +234.6% |
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 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