+3,325.8%
VLO vs SSNC
+1,022.7%
+2,303.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | -0.4% | -0.2% | -0.3% | -0.3% |
| 30D | -16.6% | -1.9% | -14.7% | -16.0% |
| 3M | +12.3% | -0.2% | +12.4% | +11.9% |
| 6M | +47.8% | +19.4% | +28.4% | +33.8% |
| YTD | +126.7% | -8.1% | +134.8% | +130.2% |
| 1Y | +105.4% | -5.3% | +110.6% | +105.1% |
| 3Y | +222.0% | +56.9% | +165.1% | +145.1% |
| 5Y | +449.8% | +8.0% | +441.8% | +392.8% |
| 10Y | +754.3% | +183.6% | +570.7% | +370.0% |
| All | +3,325.8% | +1,022.7% | +2,303.1% | +781.2% |
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 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