+1,154.3%
SSNC vs RVTY
+484.7%
+669.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +6.0% | +13.2% | -7.2% | +0.4% |
| 3M | +21.0% | +27.2% | -6.3% | +7.8% |
| 6M | +12.1% | +32.4% | -20.3% | -2.9% |
| YTD | -3.2% | +34.9% | -38.1% | -17.2% |
| 1Y | -4.4% | +52.4% | -56.7% | -23.3% |
| 3Y | +51.6% | +12.3% | +39.3% | +33.2% |
| 5Y | +21.1% | -30.8% | +51.9% | +31.3% |
| 10Y | +177.7% | +150.7% | +27.0% | +48.4% |
| All | +1,154.3% | +484.7% | +669.7% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling