+17.4%
SSNC vs RVTY
-32.1%
+49.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.1% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +1.9% | +10.8% | -8.9% | -1.2% |
| 3M | +18.4% | +26.8% | -8.4% | +9.4% |
| 6M | +7.0% | +39.3% | -32.4% | -4.8% |
| YTD | -6.9% | +31.6% | -38.5% | -15.8% |
| 1Y | -8.2% | +47.7% | -55.9% | -20.5% |
| 3Y | +50.5% | +19.9% | +30.6% | +35.2% |
| 5Y | +17.4% | -32.3% | +49.7% | +23.2% |
| All | +17.4% | -32.1% | +49.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling