+1,089.7%
SSNC vs VYM
+575.0%
+514.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -3.9% | -1.0% | -2.9% | -2.8% |
| 30D | -0.2% | -2.0% | +1.9% | +2.1% |
| 3M | +15.9% | +3.1% | +12.9% | +12.3% |
| 6M | +7.5% | +8.9% | -1.4% | -2.1% |
| YTD | -8.2% | +14.7% | -22.9% | -21.2% |
| 1Y | -9.3% | +19.4% | -28.8% | -25.5% |
| 3Y | +48.5% | +65.4% | -16.9% | -14.3% |
| 5Y | +16.0% | +77.6% | -61.5% | -37.5% |
| 10Y | +169.2% | +207.8% | -38.6% | -20.2% |
| All | +1,089.7% | +575.0% | +514.7% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling