+143.6%
VMC vs SSNC
+169.0%
-25.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -3.7% | -6.7% | +3.0% | -0.4% |
| 30D | -12.8% | -0.8% | -12.0% | -12.5% |
| 3M | -7.9% | +16.1% | -24.0% | -14.9% |
| 6M | -7.5% | +7.9% | -15.5% | -11.7% |
| YTD | -11.6% | -8.7% | -2.9% | -9.0% |
| 1Y | -14.3% | -9.5% | -4.8% | -11.5% |
| 3Y | +18.5% | +47.7% | -29.2% | -6.5% |
| 5Y | +46.8% | +17.6% | +29.1% | +28.9% |
| All | +143.6% | +169.0% | -25.3% | +54.9% |
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