+183.4%
SSNC vs RVTY
+216.9%
-33.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.4% | +4.1% | -2.8% | -0.3% |
| 30D | -2.6% | +1.3% | -3.9% | -3.6% |
| 3M | -0.6% | +33.3% | -33.9% | -12.4% |
| 6M | +19.9% | +58.3% | -38.4% | -2.7% |
| YTD | -8.2% | +62.7% | -70.9% | -27.2% |
| 1Y | -5.5% | +67.2% | -72.8% | -26.3% |
| 3Y | +56.8% | +87.3% | -30.5% | +9.9% |
| 5Y | +7.8% | -13.4% | +21.2% | +7.5% |
| All | +183.4% | +216.9% | -33.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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