+2,254.9%
VALE vs SNY
+241.9%
+2,013.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -0.3% | -3.3% | +3.1% | +1.6% |
| 30D | +8.6% | -2.2% | +10.8% | +9.9% |
| 3M | +2.0% | -3.0% | +5.0% | +3.1% |
| 6M | +2.1% | +2.7% | -0.6% | -0.4% |
| YTD | +20.2% | -6.8% | +27.1% | +23.8% |
| 1Y | +55.2% | -5.3% | +60.4% | +57.1% |
| 3Y | +45.9% | -9.8% | +55.7% | +43.8% |
| 5Y | +41.4% | +9.7% | +31.7% | +17.9% |
| 10Y | +513.1% | +64.5% | +448.6% | +280.4% |
| All | +2,254.9% | +241.9% | +2,013.0% | +893.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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