+19.4%
SSNC vs VYM
+77.5%
-58.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -4.0% | -0.8% | -3.2% | -3.1% |
| 30D | +0.5% | -2.2% | +2.8% | +3.2% |
| 3M | +18.9% | +3.1% | +15.9% | +15.1% |
| 6M | +10.8% | +9.7% | +1.1% | -0.3% |
| YTD | -7.1% | +14.9% | -22.0% | -20.9% |
| 1Y | -9.6% | +17.6% | -27.2% | -25.1% |
| 3Y | +51.1% | +65.3% | -14.2% | -16.3% |
| All | +19.4% | +77.5% | -58.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling