+1,068.0%
SSNC vs VO
+537.9%
+530.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -2.5% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -3.9% | +0.5% | -4.4% | -4.5% |
| 3M | -1.3% | -1.0% | -0.3% | -0.5% |
| 6M | +14.1% | +6.4% | +7.7% | +6.8% |
| YTD | -9.9% | +13.6% | -23.5% | -21.1% |
| 1Y | -6.2% | +14.5% | -20.7% | -18.6% |
| 3Y | +56.1% | +67.2% | -11.1% | -7.4% |
| 5Y | +5.4% | +36.1% | -30.7% | -23.3% |
| 10Y | +172.3% | +199.3% | -27.0% | -7.2% |
| All | +1,068.0% | +537.9% | +530.0% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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