+33.8%
VALE vs SSNC
+1,037.0%
-1,003.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +3.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.6% |
| 30D | +8.8% | +1.9% | +6.9% | +7.7% |
| 3M | +6.8% | +18.4% | -11.6% | -2.1% |
| 6M | +6.9% | +7.0% | -0.1% | +2.1% |
| YTD | +22.8% | -6.9% | +29.8% | +24.0% |
| 1Y | +61.3% | -8.2% | +69.4% | +63.2% |
| 3Y | +53.3% | +50.5% | +2.8% | +20.5% |
| 5Y | +44.9% | +17.4% | +27.5% | +25.7% |
| 10Y | +486.8% | +164.9% | +321.9% | +238.3% |
| All | +33.8% | +1,037.0% | -1,003.2% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling