+170.7%
SSNC vs NVMI
+3,158.6%
-2,988.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -4.0% | -0.1% | -4.0% | -4.0% |
| 30D | +0.5% | -8.4% | +8.9% | +2.1% |
| 3M | +18.9% | -33.6% | +52.5% | +27.4% |
| 6M | +10.8% | -14.7% | +25.5% | +10.0% |
| YTD | -7.1% | +13.2% | -20.4% | -14.9% |
| 1Y | -9.6% | +29.0% | -38.6% | -20.8% |
| 3Y | +51.1% | +215.0% | -163.9% | -6.8% |
| 5Y | +19.7% | +268.6% | -248.9% | -33.2% |
| All | +170.7% | +3,158.6% | -2,988.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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