+56.2%
SSNC vs VLTO
+54.8%
+1.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -1.0% |
| 7D | -3.3% | +5.4% | -8.7% | -5.9% |
| 30D | -1.3% | +22.3% | -23.6% | -11.0% |
| 3M | -2.3% | +19.6% | -21.9% | -11.0% |
| 6M | +12.6% | +35.2% | -22.5% | -3.7% |
| YTD | -10.1% | +17.9% | -28.0% | -17.7% |
| 1Y | -6.6% | +19.5% | -26.1% | -15.2% |
| 3Y | +54.0% | +73.9% | -20.0% | +22.9% |
| All | +56.2% | +54.8% | +1.4% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling