+76.0%
VUG vs SSNC
+15.9%
+60.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +0.1% | -3.9% | +4.0% | +2.0% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | +2.8% | +15.9% | -13.1% | -5.5% |
| 6M | +13.6% | +7.5% | +6.1% | +8.4% |
| YTD | +8.1% | -8.2% | +16.3% | +12.3% |
| 1Y | +13.1% | -9.3% | +22.4% | +18.0% |
| 3Y | +87.0% | +48.5% | +38.5% | +39.4% |
| 5Y | +76.0% | +16.0% | +60.0% | +58.0% |
| All | +76.0% | +15.9% | +60.1% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling