-20.9%
VST vs SSNC
-3.0%
-17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.3% |
| 7D | +8.9% | +0.6% | +8.3% | +9.0% |
| 30D | +6.2% | +6.0% | +0.2% | +7.4% |
| 3M | -2.7% | +21.0% | -23.7% | +1.5% |
| 6M | -8.4% | +12.1% | -20.4% | -4.5% |
| YTD | -7.2% | -3.2% | -4.0% | -6.0% |
| 1Y | -20.9% | -4.4% | -16.5% | -19.4% |
| All | -20.9% | -3.0% | -17.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling