-50.0%
VTRS vs SSNC
+173.6%
-223.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -2.2% | -4.0% | +1.8% | -0.5% |
| 30D | +3.3% | +0.5% | +2.8% | +3.0% |
| 3M | +2.0% | +18.9% | -16.9% | -5.9% |
| 6M | +19.9% | +10.8% | +9.1% | +13.8% |
| YTD | +35.7% | -7.1% | +42.9% | +38.1% |
| 1Y | +68.1% | -9.6% | +77.7% | +72.8% |
| 3Y | +87.1% | +51.1% | +36.0% | +51.3% |
| 5Y | +47.6% | +19.7% | +28.0% | +30.5% |
| All | -50.0% | +173.6% | -223.5% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling