+555.9%
VRSK vs SSNC
+1,015.4%
-459.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -7.7% | -6.7% | -1.0% | -5.4% |
| 30D | -2.8% | -0.8% | -2.0% | -2.5% |
| 3M | -3.7% | +16.1% | -19.8% | -8.6% |
| 6M | -12.8% | +7.9% | -20.7% | -15.1% |
| YTD | -21.0% | -8.7% | -12.3% | -18.6% |
| 1Y | -32.5% | -9.5% | -23.0% | -30.3% |
| 3Y | -26.5% | +47.7% | -74.2% | -36.4% |
| 5Y | -11.5% | +17.6% | -29.1% | -18.3% |
| 10Y | +125.7% | +167.7% | -42.1% | +58.6% |
| All | +555.9% | +1,015.4% | -459.4% | +204.7% |
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