-5.8%
SSNC vs VCLT
-3.2%
-2.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | -1.1% | +0.4% | -1.6% | -1.4% |
| 30D | +0.6% | +3.9% | -3.3% | -1.6% |
| 3M | -1.5% | -1.9% | +0.5% | -0.7% |
| 6M | +15.8% | -2.6% | +18.4% | +16.8% |
| YTD | -8.0% | -3.1% | -4.8% | -7.4% |
| 1Y | -5.8% | -3.6% | -2.3% | -5.2% |
| All | -5.8% | -3.2% | -2.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling