+1,154.3%
SSNC vs VIG
+585.7%
+568.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.6% | -0.4% | +1.1% | +1.2% |
| 30D | +6.0% | -1.0% | +7.0% | +7.2% |
| 3M | +21.0% | +2.8% | +18.2% | +17.3% |
| 6M | +12.1% | +8.2% | +3.9% | +2.3% |
| YTD | -3.2% | +11.0% | -14.3% | -14.2% |
| 1Y | -4.4% | +16.1% | -20.5% | -19.5% |
| 3Y | +51.6% | +56.2% | -4.5% | -8.8% |
| 5Y | +21.1% | +63.0% | -41.9% | -30.2% |
| 10Y | +177.7% | +241.4% | -63.7% | -29.1% |
| All | +1,154.3% | +585.7% | +568.6% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling