+1,081.9%
SSNC vs RVTY
+614.7%
+467.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -2.5% | -2.7% | +0.1% | -1.6% |
| 30D | -2.7% | +3.2% | -6.0% | -4.5% |
| 3M | -0.8% | +37.2% | -38.0% | -14.4% |
| 6M | +15.5% | +57.7% | -42.2% | -7.3% |
| YTD | -8.8% | +64.8% | -73.7% | -29.2% |
| 1Y | -5.8% | +72.8% | -78.6% | -28.6% |
| 3Y | +55.7% | +89.8% | -34.1% | +7.2% |
| 5Y | +6.7% | -8.4% | +15.1% | +1.0% |
| 10Y | +184.0% | +219.5% | -35.4% | +35.2% |
| All | +1,081.9% | +614.7% | +467.2% | +269.3% |
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