+47.7%
VMC vs SSNC
+15.9%
+31.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | -5.3% | -3.9% | -1.4% | -3.6% |
| 30D | -12.3% | -0.2% | -12.1% | -12.3% |
| 3M | -10.3% | +15.9% | -26.2% | -16.9% |
| 6M | -8.6% | +7.5% | -16.0% | -12.3% |
| YTD | -11.9% | -8.2% | -3.7% | -8.8% |
| 1Y | -13.9% | -9.3% | -4.6% | -10.5% |
| 3Y | +18.2% | +48.5% | -30.3% | -10.3% |
| 5Y | +47.7% | +16.0% | +31.7% | +32.2% |
| All | +47.7% | +15.9% | +31.8% | +32.2% |
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