+16.5%
SNPS vs VALE
+41.9%
-25.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -5.5% | +2.9% | -8.4% | -6.1% |
| 30D | -5.8% | +8.8% | -14.6% | -7.6% |
| 3M | -17.2% | +6.8% | -24.0% | -18.6% |
| 6M | -10.4% | +6.9% | -17.3% | -12.0% |
| YTD | -16.5% | +22.8% | -39.4% | -21.0% |
| 1Y | -35.6% | +61.3% | -96.9% | -42.8% |
| 3Y | -14.6% | +53.3% | -67.9% | -24.6% |
| 5Y | +16.5% | +44.9% | -28.4% | +7.6% |
| All | +16.5% | +41.9% | -25.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling