+49.7%
VALE vs SNAP
-90.9%
+140.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.1% |
| 7D | +5.6% | -7.3% | +12.9% | +6.0% |
| 30D | -12.1% | -18.9% | +6.8% | -10.9% |
| 3M | -16.3% | -5.3% | -11.1% | -16.3% |
| 6M | -26.0% | -16.9% | -9.0% | -25.4% |
| YTD | -5.5% | -37.4% | +31.9% | -3.5% |
| 1Y | +6.7% | -38.5% | +45.2% | +9.1% |
| 3Y | +10.2% | -55.1% | +65.2% | +11.8% |
| 5Y | +49.7% | -90.8% | +140.5% | +69.1% |
| All | +49.7% | -90.9% | +140.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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