-100.0%
VIVK vs SSNC
+46.7%
-146.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | -9.5% | -6.7% | -2.7% | -4.9% |
| 30D | -35.1% | -0.8% | -34.3% | -34.8% |
| 3M | -93.4% | +16.1% | -109.4% | -94.0% |
| 6M | -98.0% | +7.9% | -105.9% | -98.1% |
| YTD | -97.9% | -8.7% | -89.1% | -97.8% |
| 1Y | -100.0% | -9.5% | -90.5% | -100.0% |
| All | -100.0% | +46.7% | -146.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling