+255.1%
SNXX vs VALE
+1.5%
+253.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -6.9% | -6.1% |
| 7D | +16.8% | -0.2% | +17.0% | +17.1% |
| 30D | +65.3% | +9.7% | +55.5% | +33.4% |
| 3M | -34.8% | +5.3% | -40.0% | -37.5% |
| 6M | +255.1% | +0.5% | +254.6% | +247.1% |
| All | +255.1% | +1.5% | +253.7% | +247.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling