+1,092.1%
SSNC vs VCLT
+96.5%
+995.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.3% | -2.3% | +4.6% | +2.9% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | -2.7% | -2.7% | -0.1% | -2.1% |
| 6M | +23.7% | -4.3% | +28.0% | +25.0% |
| YTD | -8.0% | -4.3% | -3.7% | -7.1% |
| 1Y | -4.7% | -4.4% | -0.3% | -3.7% |
| 3Y | +58.0% | +13.8% | +44.2% | +54.0% |
| 5Y | +8.0% | -17.0% | +24.9% | +8.0% |
| 10Y | +183.8% | +20.9% | +162.9% | +209.7% |
| All | +1,092.1% | +96.5% | +995.6% | +1,763.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling