+1,083.4%
SSNC vs NVMI
+6,507.0%
-5,423.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -6.7% | +3.8% | -10.5% | -7.6% |
| 30D | -0.8% | -7.6% | +6.8% | +0.6% |
| 3M | +16.1% | -28.0% | +44.0% | +22.1% |
| 6M | +7.9% | -15.3% | +23.3% | +7.5% |
| YTD | -8.7% | +11.5% | -20.2% | -15.7% |
| 1Y | -9.5% | +31.6% | -41.1% | -20.7% |
| 3Y | +47.7% | +207.0% | -159.3% | -4.4% |
| 5Y | +17.6% | +262.8% | -245.2% | -30.1% |
| 10Y | +167.7% | +3,074.6% | -2,906.9% | -13.6% |
| All | +1,083.4% | +6,507.0% | -5,423.6% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling