+973.0%
VUG vs SSNC
+1,023.6%
-50.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.5% | +2.3% | +0.2% | +1.6% |
| 30D | -6.3% | -3.1% | -3.2% | -5.4% |
| 3M | -6.0% | -2.7% | -3.3% | -5.4% |
| 6M | -3.5% | +23.7% | -27.2% | -12.7% |
| YTD | +3.9% | -8.0% | +12.0% | +5.6% |
| 1Y | +5.1% | -4.7% | +9.8% | +5.2% |
| 3Y | +77.9% | +58.0% | +19.9% | +42.9% |
| 5Y | +62.4% | +8.0% | +54.4% | +51.4% |
| 10Y | +399.4% | +183.8% | +215.6% | +221.8% |
| All | +973.0% | +1,023.6% | -50.6% | +323.3% |
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