+37.8%
VALE vs SSNC
+7.5%
+30.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -15.1% | -3.1% | -12.0% | -14.6% |
| 3M | -18.7% | -2.7% | -16.0% | -18.5% |
| 6M | -31.5% | +23.7% | -55.2% | -36.6% |
| YTD | -11.4% | -8.0% | -3.4% | -9.7% |
| 1Y | -1.9% | -4.7% | +2.9% | -1.4% |
| 3Y | +1.7% | +58.0% | -56.3% | -19.5% |
| All | +37.8% | +7.5% | +30.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling