+183.9%
SSNC vs VIG
+262.6%
-78.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +3.5% | -1.2% | -1.7% |
| 30D | -3.1% | +4.9% | -8.0% | -8.5% |
| 3M | -2.7% | +2.5% | -5.3% | -5.6% |
| 6M | +23.7% | +11.0% | +12.7% | +9.5% |
| YTD | -8.0% | +16.0% | -24.0% | -22.6% |
| 1Y | -4.7% | +17.5% | -22.3% | -21.1% |
| 3Y | +58.0% | +67.0% | -9.0% | -12.6% |
| 5Y | +8.0% | +64.8% | -56.8% | -39.0% |
| All | +183.9% | +262.6% | -78.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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