+233.4%
VTR vs SSNC
+1,037.0%
-803.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.0% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -3.7% | +1.9% | -5.6% | -4.5% |
| 3M | +13.5% | +18.4% | -4.9% | +6.1% |
| 6M | +7.2% | +7.0% | +0.2% | +3.6% |
| YTD | +17.6% | -6.9% | +24.5% | +19.0% |
| 1Y | +35.4% | -8.2% | +43.6% | +37.4% |
| 3Y | +132.8% | +50.5% | +82.3% | +92.4% |
| 5Y | +88.7% | +17.4% | +71.3% | +69.2% |
| 10Y | +87.6% | +164.9% | -77.3% | +31.6% |
| All | +233.4% | +1,037.0% | -803.5% | +51.2% |
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