+273.8%
ROIV vs SSNC
+15.2%
+258.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.4% |
| 7D | +5.3% | -3.3% | +8.7% | +6.5% |
| 30D | +11.9% | -1.3% | +13.1% | +12.2% |
| 3M | +10.7% | -2.3% | +13.0% | +10.9% |
| 6M | +34.9% | +12.6% | +22.3% | +27.0% |
| YTD | +79.2% | -10.1% | +89.3% | +83.9% |
| 1Y | +89.0% | -6.6% | +95.6% | +90.8% |
| 3Y | +337.3% | +54.0% | +283.4% | +253.6% |
| 5Y | +402.3% | +7.0% | +395.4% | +327.6% |
| All | +273.8% | +15.2% | +258.6% | +216.6% |
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