-39.3%
VG vs SSNC
+7.9%
-47.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | +16.0% | +6.0% | +10.0% | +13.3% |
| 3M | +9.7% | +21.0% | -11.2% | +0.7% |
| 6M | +29.6% | +12.1% | +17.5% | +25.2% |
| YTD | +112.0% | -3.2% | +115.3% | +130.3% |
| 1Y | +12.8% | -4.4% | +17.2% | +25.1% |
| All | -39.3% | +7.9% | -47.3% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling