+1,025.6%
VUG vs SSNC
+1,082.2%
-56.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | -0.3% | +6.0% | -6.4% | -2.7% |
| 3M | -0.7% | +21.0% | -21.7% | -8.8% |
| 6M | +14.6% | +12.1% | +2.5% | +8.3% |
| YTD | +9.0% | -3.2% | +12.3% | +9.0% |
| 1Y | +14.9% | -4.4% | +19.2% | +15.1% |
| 3Y | +86.0% | +51.6% | +34.4% | +52.7% |
| 5Y | +76.7% | +21.1% | +55.6% | +58.1% |
| 10Y | +411.3% | +177.7% | +233.6% | +231.3% |
| All | +1,025.6% | +1,082.2% | -56.6% | +336.8% |
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