-51.4%
VG vs SSNC
+0.3%
-51.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -22.0% | -3.3% | -18.7% | -21.3% |
| 30D | -11.6% | -1.3% | -10.4% | -12.6% |
| 3M | -14.9% | -2.3% | -12.6% | -15.7% |
| 6M | -3.5% | +12.6% | -16.2% | -10.7% |
| YTD | +70.0% | -10.1% | +80.1% | +86.7% |
| 1Y | +50.0% | -6.6% | +56.6% | +57.5% |
| All | -51.4% | +0.3% | -51.6% | -43.7% |
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