+121.5%
VWO vs SSNC
+1,015.4%
-893.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -1.7% | -6.7% | +5.0% | +0.6% |
| 30D | -0.3% | -0.8% | +0.5% | -0.1% |
| 3M | +4.0% | +16.1% | -12.1% | -1.9% |
| 6M | +8.1% | +7.9% | +0.2% | +4.3% |
| YTD | +11.6% | -8.7% | +20.3% | +13.7% |
| 1Y | +16.2% | -9.5% | +25.7% | +18.4% |
| 3Y | +63.3% | +47.7% | +15.6% | +38.0% |
| 5Y | +33.4% | +17.6% | +15.7% | +20.3% |
| 10Y | +113.3% | +167.7% | -54.4% | +36.8% |
| All | +121.5% | +1,015.4% | -893.8% | -21.2% |
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