+911.8%
VLO vs SSNC
+169.0%
+742.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +4.0% | -6.7% | +10.7% | +7.5% |
| 30D | +19.0% | -0.8% | +19.8% | +19.2% |
| 3M | +50.0% | +16.1% | +33.9% | +37.6% |
| 6M | +79.1% | +7.9% | +71.2% | +69.2% |
| YTD | +140.3% | -8.7% | +149.0% | +146.2% |
| 1Y | +148.3% | -9.5% | +157.8% | +154.3% |
| 3Y | +194.6% | +47.7% | +147.0% | +125.8% |
| 5Y | +609.6% | +17.6% | +591.9% | +499.2% |
| All | +911.8% | +169.0% | +742.8% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling