+192.7%
VLO vs SSNC
+51.8%
+140.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +4.0% |
| 7D | +5.8% | -1.8% | +7.5% | +6.1% |
| 30D | +28.3% | +1.9% | +26.4% | +27.7% |
| 3M | +48.7% | +18.4% | +30.4% | +43.0% |
| 6M | +71.9% | +7.0% | +64.9% | +69.9% |
| YTD | +138.7% | -6.9% | +145.6% | +146.8% |
| 1Y | +148.5% | -8.2% | +156.6% | +158.2% |
| 3Y | +192.7% | +50.5% | +142.1% | +150.0% |
| All | +192.7% | +51.8% | +140.9% | +150.0% |
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 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