+168.3%
VXUS vs SSNC
+845.4%
-677.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -1.2% | -1.9% | +0.7% | -0.8% |
| 3M | -3.8% | -0.2% | -3.7% | -4.2% |
| 6M | -1.7% | +19.4% | -21.1% | -8.7% |
| YTD | +11.4% | -8.1% | +19.5% | +12.9% |
| 1Y | +13.3% | -5.3% | +18.6% | +13.5% |
| 3Y | +70.0% | +56.9% | +13.1% | +39.9% |
| 5Y | +48.1% | +8.0% | +40.1% | +37.6% |
| 10Y | +147.1% | +183.6% | -36.5% | +55.0% |
| All | +168.3% | +845.4% | -677.1% | -10.5% |
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