+213.8%
VICR vs SSNC
+49.3%
+164.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.4% | +10.7% |
| 7D | +5.0% | -4.0% | +9.0% | +6.0% |
| 30D | -12.5% | +0.5% | -13.0% | -12.8% |
| 3M | -33.6% | +18.9% | -52.5% | -38.0% |
| 6M | +10.7% | +10.8% | -0.2% | +7.1% |
| YTD | +80.6% | -7.1% | +87.7% | +98.0% |
| 1Y | +288.4% | -9.6% | +298.0% | +336.1% |
| 3Y | +213.8% | +51.1% | +162.7% | +102.3% |
| All | +213.8% | +49.3% | +164.5% | +102.3% |
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