+399.5%
VSH vs SSNC
+1,082.2%
-682.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.1% |
| 7D | +4.1% | +0.6% | +3.4% | +3.6% |
| 30D | -4.2% | +6.0% | -10.2% | -7.5% |
| 3M | -50.0% | +21.0% | -70.9% | -56.2% |
| 6M | +80.2% | +12.1% | +68.1% | +63.2% |
| YTD | +121.1% | -3.2% | +124.3% | +116.4% |
| 1Y | +112.0% | -4.4% | +116.4% | +108.7% |
| 3Y | +22.5% | +51.6% | -29.1% | -6.8% |
| 5Y | +64.0% | +21.1% | +43.0% | +39.6% |
| 10Y | +170.4% | +177.7% | -7.3% | +43.4% |
| All | +399.5% | +1,082.2% | -682.7% | +6.5% |
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