+95.7%
VSAT vs SSNC
+1,023.6%
-927.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +5.9% | +2.3% | +3.6% | +4.7% |
| 30D | +9.7% | -3.1% | +12.8% | +10.8% |
| 3M | -18.3% | -2.7% | -15.6% | -18.0% |
| 6M | -4.1% | +23.7% | -27.7% | -16.3% |
| YTD | +96.5% | -8.0% | +104.6% | +98.3% |
| 1Y | +89.3% | -4.7% | +94.0% | +87.5% |
| 3Y | +270.1% | +58.0% | +212.1% | +187.3% |
| 5Y | +26.4% | +8.0% | +18.4% | +16.0% |
| 10Y | -16.5% | +183.8% | -200.4% | -50.7% |
| All | +95.7% | +1,023.6% | -927.9% | -37.8% |
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