+1,365.7%
SNPS vs VALE
+2,275.1%
-909.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +1.6% | -12.6% | -11.3% |
| 30D | -1.7% | +5.1% | -6.9% | -2.8% |
| 3M | -20.4% | -0.4% | -19.9% | -20.5% |
| 6M | -8.6% | -2.2% | -6.4% | -8.5% |
| YTD | -16.2% | +20.5% | -36.7% | -19.8% |
| 1Y | -34.6% | +61.2% | -95.8% | -41.1% |
| 3Y | -14.5% | +43.1% | -57.6% | -21.9% |
| 5Y | +17.0% | +34.0% | -17.0% | +5.4% |
| 10Y | +560.0% | +469.7% | +90.4% | +320.3% |
| All | +1,365.7% | +2,275.1% | -909.3% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling