-16.0%
VSAT vs SSNC
+184.6%
-200.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +5.9% | +2.3% | +3.6% | +4.5% |
| 30D | +9.7% | -3.1% | +12.8% | +10.9% |
| 3M | -18.3% | -2.7% | -15.6% | -18.0% |
| 6M | -4.1% | +23.7% | -27.7% | -18.7% |
| YTD | +96.5% | -8.0% | +104.6% | +99.1% |
| 1Y | +89.3% | -4.7% | +94.0% | +87.3% |
| 3Y | +270.1% | +58.0% | +212.1% | +170.4% |
| 5Y | +26.4% | +8.0% | +18.4% | +12.2% |
| All | -16.0% | +184.6% | -200.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling