+539.4%
VMC vs SSNC
+1,082.2%
-542.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -4.3% | +0.6% | -5.0% | -4.6% |
| 30D | -8.2% | +6.0% | -14.3% | -10.8% |
| 3M | -7.0% | +21.0% | -28.0% | -15.5% |
| 6M | -10.8% | +12.1% | -22.8% | -16.3% |
| YTD | -7.4% | -3.2% | -4.2% | -7.5% |
| 1Y | -9.5% | -4.4% | -5.1% | -9.2% |
| 3Y | +20.5% | +51.6% | -31.2% | -4.8% |
| 5Y | +51.6% | +21.1% | +30.5% | +32.5% |
| 10Y | +150.0% | +177.7% | -27.6% | +40.7% |
| All | +539.4% | +1,082.2% | -542.8% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling