+56.6%
SSNC vs VLTO
+56.1%
+0.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -4.5% | +2.0% | -6.5% | -5.5% |
| 30D | -3.9% | +21.8% | -25.7% | -13.2% |
| 3M | -1.3% | +20.2% | -21.5% | -10.4% |
| 6M | +14.1% | +36.3% | -22.2% | -2.8% |
| YTD | -9.9% | +18.8% | -28.7% | -17.8% |
| 1Y | -6.2% | +20.4% | -26.6% | -15.1% |
| 3Y | +56.1% | +71.9% | -15.8% | +24.9% |
| All | +56.6% | +56.1% | +0.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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