+1,091.2%
SSNC vs RVTY
+610.8%
+480.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | -1.9% | +1.7% | -3.7% | -3.1% |
| 3M | -0.2% | +36.8% | -37.0% | -13.7% |
| 6M | +19.4% | +60.1% | -40.7% | -4.8% |
| YTD | -8.1% | +64.0% | -72.1% | -28.4% |
| 1Y | -5.3% | +68.2% | -73.5% | -27.3% |
| 3Y | +56.9% | +88.8% | -31.9% | +8.2% |
| 5Y | +8.0% | -10.5% | +18.6% | +3.5% |
| 10Y | +183.6% | +219.7% | -36.1% | +34.9% |
| All | +1,091.2% | +610.8% | +480.4% | +273.1% |
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 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