+489.2%
VALE vs SSNC
+173.6%
+315.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -0.3% | -4.0% | +3.8% | +1.5% |
| 30D | +8.6% | +0.5% | +8.1% | +8.1% |
| 3M | +2.0% | +18.9% | -16.9% | -7.0% |
| 6M | +2.1% | +10.8% | -8.7% | -4.2% |
| YTD | +20.2% | -7.1% | +27.4% | +21.9% |
| 1Y | +55.2% | -9.6% | +64.8% | +58.9% |
| 3Y | +45.9% | +51.1% | -5.2% | +12.0% |
| 5Y | +41.4% | +19.7% | +21.7% | +19.9% |
| All | +489.2% | +173.6% | +315.7% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling