+18.3%
SSNC vs VEU
+55.0%
-36.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -0.2% | +0.7% | -0.8% | -0.7% |
| 3M | +15.9% | +4.7% | +11.2% | +11.1% |
| 6M | +7.5% | +11.6% | -4.2% | -3.3% |
| YTD | -8.2% | +16.8% | -25.0% | -21.1% |
| 1Y | -9.3% | +24.9% | -34.2% | -26.8% |
| 3Y | +48.5% | +75.7% | -27.3% | -14.3% |
| All | +18.3% | +55.0% | -36.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling