+170.7%
SSNC vs RVTY
+145.6%
+25.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.6% |
| 7D | -4.0% | -4.5% | +0.5% | -2.2% |
| 30D | +0.5% | +5.5% | -4.9% | -1.8% |
| 3M | +18.9% | +22.5% | -3.6% | +8.4% |
| 6M | +10.8% | +38.9% | -28.1% | -5.2% |
| YTD | -7.1% | +28.7% | -35.9% | -18.4% |
| 1Y | -9.6% | +45.5% | -55.1% | -25.3% |
| 3Y | +51.1% | +16.4% | +34.7% | +31.0% |
| 5Y | +19.7% | -32.7% | +52.4% | +33.3% |
| All | +170.7% | +145.6% | +25.0% | +47.8% |
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