+58.0%
SSNC vs VCLT
+14.4%
+43.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.3% | -2.3% | +4.6% | +3.8% |
| 30D | -3.1% | +0.8% | -3.9% | -3.6% |
| 3M | -2.7% | -2.7% | -0.1% | -1.1% |
| 6M | +23.7% | -4.3% | +28.0% | +26.9% |
| YTD | -8.0% | -4.3% | -3.7% | -5.7% |
| 1Y | -4.7% | -4.4% | -0.3% | -2.2% |
| 3Y | +58.0% | +13.8% | +44.2% | +47.3% |
| All | +58.0% | +14.4% | +43.6% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling