-20.4%
SAP vs VALE
+61.4%
-81.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.1% |
| 30D | +2.6% | +8.8% | -6.2% | +3.0% |
| 3M | +16.3% | +6.8% | +9.5% | +16.9% |
| 6M | +6.4% | +6.9% | -0.5% | +7.5% |
| YTD | -11.4% | +22.8% | -34.2% | -12.7% |
| 1Y | -20.4% | +61.3% | -81.7% | -22.2% |
| All | -20.4% | +61.4% | -81.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling