-100.0%
VIVK vs SSNC
+1,021.3%
-1,121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -5.0% | -6.0% |
| 7D | -7.9% | -3.9% | -4.0% | -6.9% |
| 30D | -42.0% | -0.2% | -41.8% | -41.9% |
| 3M | -92.5% | +15.9% | -108.4% | -92.8% |
| 6M | -98.0% | +7.5% | -105.5% | -98.0% |
| YTD | -97.9% | -8.2% | -89.7% | -97.8% |
| 1Y | -100.0% | -9.3% | -90.6% | -100.0% |
| 3Y | -100.0% | +48.5% | -148.4% | -100.0% |
| 5Y | -100.0% | +16.0% | -116.0% | -100.0% |
| 10Y | -100.0% | +169.2% | -269.2% | -100.0% |
| All | -100.0% | +1,021.3% | -1,121.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling