+143.6%
VLO vs SSNC
-3.0%
+146.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +5.3% |
| 30D | +22.6% | +6.0% | +16.6% | +23.3% |
| 3M | +43.8% | +21.0% | +22.8% | +46.8% |
| 6M | +65.7% | +12.1% | +53.7% | +68.8% |
| YTD | +131.1% | -3.2% | +134.3% | +132.8% |
| 1Y | +143.6% | -4.4% | +148.0% | +148.0% |
| All | +143.6% | -3.0% | +146.6% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling