+302.4%
ROIV vs SSNC
+17.8%
+284.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | +21.0% | -1.9% | +22.9% | +21.6% |
| 3M | +18.7% | -0.2% | +18.9% | +18.0% |
| 6M | +44.5% | +19.4% | +25.1% | +33.1% |
| YTD | +92.9% | -8.1% | +101.0% | +96.5% |
| 1Y | +100.2% | -5.3% | +105.5% | +101.4% |
| 3Y | +375.0% | +56.9% | +318.1% | +281.6% |
| 5Y | +435.2% | +8.0% | +427.1% | +352.7% |
| All | +302.4% | +17.8% | +284.6% | +238.3% |
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 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