-9.5%
SSNC vs RVTY
+43.1%
-52.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -6.7% | -7.4% | +0.7% | -5.6% |
| 30D | -0.8% | +4.5% | -5.3% | -1.5% |
| 3M | +16.1% | +19.5% | -3.4% | +12.0% |
| 6M | +7.9% | +34.1% | -26.2% | +0.8% |
| YTD | -8.7% | +25.3% | -34.0% | -12.5% |
| 1Y | -9.5% | +47.0% | -56.5% | -16.1% |
| All | -9.5% | +43.1% | -52.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling