+579.6%
VMC vs SSNC
+1,023.6%
-443.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.3% | +2.3% | -3.6% | -2.3% |
| 30D | +15.5% | -3.1% | +18.6% | +17.0% |
| 3M | +0.6% | -2.7% | +3.3% | +1.7% |
| 6M | +2.1% | +23.7% | -21.6% | -8.6% |
| YTD | -1.6% | -8.0% | +6.5% | +0.5% |
| 1Y | -1.2% | -4.7% | +3.5% | -0.9% |
| 3Y | +35.3% | +58.0% | -22.7% | +4.6% |
| 5Y | +43.6% | +8.0% | +35.6% | +32.2% |
| 10Y | +126.7% | +183.8% | -57.1% | +26.5% |
| All | +579.6% | +1,023.6% | -443.9% | +87.7% |
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