+68.2%
SSNC vs VLTO
+27.2%
+41.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.8% |
| 30D | +6.0% | -0.9% | +6.9% | +6.5% |
| 3M | +21.0% | +13.8% | +7.1% | +13.1% |
| 6M | +12.1% | +2.0% | +10.1% | +10.7% |
| YTD | -3.2% | -3.2% | 0.0% | -1.8% |
| 1Y | -4.4% | -9.2% | +4.8% | 0.0% |
| All | +68.2% | +27.2% | +41.0% | +53.9% |
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