+170.7%
SSNC vs VCLT
+17.1%
+153.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.0% | -1.4% | -2.7% | -3.3% |
| 30D | +0.5% | -1.2% | +1.7% | +1.2% |
| 3M | +18.9% | -4.8% | +23.7% | +22.1% |
| 6M | +10.8% | -2.6% | +13.4% | +12.4% |
| YTD | -7.1% | -3.3% | -3.8% | -5.5% |
| 1Y | -9.6% | -4.8% | -4.8% | -7.3% |
| 3Y | +51.1% | +11.5% | +39.5% | +42.2% |
| 5Y | +19.7% | -17.0% | +36.6% | +29.2% |
| All | +170.7% | +17.1% | +153.6% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling