+985.6%
VUG vs SSNC
+1,022.7%
-37.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -7.0% | -1.9% | -5.1% | -6.6% |
| 3M | -3.7% | -0.2% | -3.6% | -4.1% |
| 6M | -1.6% | +19.4% | -21.0% | -9.7% |
| YTD | +5.1% | -8.1% | +13.2% | +6.9% |
| 1Y | +3.8% | -5.3% | +9.0% | +4.1% |
| 3Y | +79.9% | +56.9% | +23.0% | +44.9% |
| 5Y | +66.4% | +8.0% | +58.4% | +55.1% |
| 10Y | +405.3% | +183.6% | +221.7% | +225.7% |
| All | +985.6% | +1,022.7% | -37.1% | +328.4% |
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 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