+218.4%
VALE vs SNAP
-77.2%
+295.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +5.1% | +2.6% | +2.5% | +4.7% |
| 3M | -0.4% | -9.9% | +9.5% | +0.1% |
| 6M | -2.2% | +1.9% | -4.1% | -3.2% |
| YTD | +20.5% | -32.2% | +52.8% | +23.5% |
| 1Y | +61.2% | -22.8% | +84.0% | +62.8% |
| 3Y | +43.1% | -47.6% | +90.7% | +44.3% |
| 5Y | +34.0% | -92.7% | +126.7% | +52.7% |
| All | +218.4% | -77.2% | +295.6% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling