+231.9%
VLO vs SSNC
+58.0%
+173.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +2.3% | +7.3% | +9.1% |
| 30D | -17.4% | -3.1% | -14.3% | -16.9% |
| 3M | +10.8% | -2.7% | +13.5% | +11.2% |
| 6M | +56.9% | +23.7% | +33.3% | +48.8% |
| YTD | +136.8% | -8.0% | +144.8% | +145.7% |
| 1Y | +120.7% | -4.7% | +125.4% | +125.4% |
| 3Y | +231.9% | +58.0% | +173.9% | +169.6% |
| All | +231.9% | +58.0% | +173.9% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling