+737.4%
VTI vs SSNC
+1,021.3%
-283.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -0.4% | -3.9% | +3.5% | +1.1% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +3.6% | +15.9% | -12.4% | -2.8% |
| 6M | +13.0% | +7.5% | +5.6% | +8.9% |
| YTD | +12.7% | -8.2% | +20.9% | +14.9% |
| 1Y | +18.4% | -9.3% | +27.7% | +21.0% |
| 3Y | +76.4% | +48.5% | +28.0% | +47.6% |
| 5Y | +73.7% | +16.0% | +57.7% | +58.3% |
| 10Y | +302.5% | +169.2% | +133.3% | +166.1% |
| All | +737.4% | +1,021.3% | -283.9% | +231.1% |
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