+605.1%
RVMD vs SSNC
+31.7%
+573.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.9% |
| 7D | -3.0% | -4.0% | +1.1% | -0.5% |
| 30D | -0.7% | +0.5% | -1.3% | -1.3% |
| 3M | +36.5% | +18.9% | +17.6% | +19.9% |
| 6M | +104.6% | +10.8% | +93.8% | +88.3% |
| YTD | +155.8% | -7.1% | +163.0% | +161.6% |
| 1Y | +340.7% | -9.6% | +350.3% | +357.0% |
| 3Y | +519.9% | +51.1% | +468.9% | +337.7% |
| 5Y | +584.9% | +19.7% | +565.3% | +463.3% |
| All | +605.1% | +31.7% | +573.4% | +375.1% |
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