-100.0%
VIVK vs SSNC
+173.6%
-273.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -8.0% |
| 7D | -4.4% | -4.0% | -0.3% | -3.1% |
| 30D | -40.8% | +0.5% | -41.3% | -41.0% |
| 3M | -94.1% | +18.9% | -113.1% | -94.5% |
| 6M | -98.2% | +10.8% | -109.0% | -98.2% |
| YTD | -98.0% | -7.1% | -90.9% | -98.0% |
| 1Y | -100.0% | -9.6% | -90.4% | -100.0% |
| 3Y | -100.0% | +51.1% | -151.0% | -100.0% |
| 5Y | -100.0% | +19.7% | -119.7% | -100.0% |
| All | -100.0% | +173.6% | -273.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling