+225.7%
VIK vs SSNC
+34.4%
+191.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -0.9% | -4.0% | +3.1% | +1.1% |
| 30D | -18.4% | +0.5% | -18.9% | -18.9% |
| 3M | -8.8% | +18.9% | -27.7% | -18.1% |
| 6M | +17.1% | +10.8% | +6.3% | +9.9% |
| YTD | +19.0% | -7.1% | +26.2% | +25.7% |
| 1Y | +30.1% | -9.6% | +39.8% | +40.4% |
| All | +225.7% | +34.4% | +191.3% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling