-46.6%
VG vs SSNC
+2.5%
-49.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -3.6% | -1.9% | -1.7% | -4.1% |
| 3M | -4.0% | -0.2% | -3.8% | -5.5% |
| 6M | +9.4% | +19.4% | -10.0% | -1.6% |
| YTD | +86.6% | -8.1% | +94.7% | +103.8% |
| 1Y | +69.5% | -5.3% | +74.8% | +78.6% |
| All | -46.6% | +2.5% | -49.1% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling