+1,216.9%
VST vs SSNC
+184.1%
+1,032.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +8.9% | +0.6% | +8.3% | +8.6% |
| 30D | +6.2% | +6.0% | +0.2% | +3.8% |
| 3M | -2.7% | +21.0% | -23.7% | -10.5% |
| 6M | -8.4% | +12.1% | -20.4% | -13.5% |
| YTD | -7.2% | -3.2% | -4.0% | -7.4% |
| 1Y | -20.9% | -4.4% | -16.5% | -21.0% |
| 3Y | +384.0% | +51.6% | +332.4% | +299.9% |
| 5Y | +757.1% | +21.1% | +736.0% | +659.8% |
| All | +1,216.9% | +184.1% | +1,032.7% | +800.9% |
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