+384.8%
V vs SSNC
+162.7%
+222.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.4% |
| 7D | -2.9% | -3.9% | +1.0% | -0.9% |
| 30D | +1.9% | -0.2% | +2.0% | +1.9% |
| 3M | +13.2% | +15.9% | -2.7% | +4.1% |
| 6M | +16.7% | +7.5% | +9.3% | +11.4% |
| YTD | +5.4% | -8.2% | +13.6% | +8.8% |
| 1Y | +7.7% | -9.3% | +17.0% | +11.7% |
| 3Y | +52.0% | +48.5% | +3.5% | +19.1% |
| 5Y | +67.7% | +16.0% | +51.7% | +48.3% |
| 10Y | +384.8% | +169.2% | +215.6% | +188.9% |
| All | +384.8% | +162.7% | +222.1% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling