+80.0%
VICR vs SSNC
-3.9%
+84.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.6% | -9.5% | -12.1% |
| 7D | -26.6% | -1.1% | -25.4% | -27.1% |
| 30D | -47.9% | +0.6% | -48.6% | -47.3% |
| 3M | -29.8% | -1.5% | -28.3% | -29.5% |
| 6M | -36.6% | +15.8% | -52.4% | -27.8% |
| YTD | +45.1% | -8.0% | +53.1% | +87.5% |
| 1Y | +80.0% | -5.8% | +85.9% | +125.8% |
| All | +80.0% | -3.9% | +84.0% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling