+34.0%
VSH vs SSNC
+47.5%
-13.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +3.5% | -3.9% | +7.4% | +5.0% |
| 30D | -4.4% | -0.2% | -4.2% | -4.6% |
| 3M | -45.8% | +15.9% | -61.7% | -49.9% |
| 6M | +90.1% | +7.5% | +82.7% | +83.9% |
| YTD | +120.3% | -8.2% | +128.5% | +140.6% |
| 1Y | +112.2% | -9.3% | +121.6% | +134.3% |
| All | +34.0% | +47.5% | -13.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling