+6.7%
SSNC vs RVTY
-7.6%
+14.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -2.5% | -2.7% | +0.1% | -1.9% |
| 30D | -2.7% | +3.2% | -6.0% | -3.9% |
| 3M | -0.8% | +37.2% | -38.0% | -10.3% |
| 6M | +15.5% | +57.7% | -42.2% | -0.7% |
| YTD | -8.8% | +64.8% | -73.7% | -23.3% |
| 1Y | -5.8% | +72.8% | -78.6% | -22.2% |
| 3Y | +55.7% | +89.8% | -34.1% | +19.7% |
| 5Y | +6.7% | -8.4% | +15.1% | +4.4% |
| All | +6.7% | -7.6% | +14.3% | +4.4% |
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