+29.6%
SNOW vs VALE
+140.8%
-111.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -1.0% | +8.6% | -9.6% | -3.0% |
| 3M | +36.9% | +2.0% | +34.9% | +35.7% |
| 6M | +83.4% | +2.1% | +81.2% | +80.9% |
| YTD | +50.0% | +20.2% | +29.8% | +41.2% |
| 1Y | +46.5% | +55.2% | -8.6% | +29.2% |
| 3Y | +93.3% | +45.9% | +47.4% | +70.3% |
| 5Y | +3.3% | +41.4% | -38.1% | -9.9% |
| All | +29.6% | +140.8% | -111.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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