+44.4%
VMC vs SSNC
+7.9%
+36.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | +1.4% | -3.0% | -2.3% |
| 30D | +15.3% | -2.6% | +17.9% | +16.6% |
| 3M | +0.3% | -0.6% | +0.9% | +0.3% |
| 6M | +0.9% | +19.9% | -19.0% | -8.3% |
| YTD | -1.0% | -8.2% | +7.2% | +2.2% |
| 1Y | -4.3% | -5.5% | +1.2% | -2.9% |
| 3Y | +35.3% | +56.8% | -21.5% | -0.9% |
| 5Y | +44.4% | +7.8% | +36.6% | +36.5% |
| All | +44.4% | +7.9% | +36.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling