+75.1%
SAP vs VALE
+3.9%
+71.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.3% |
| 7D | -0.7% | +1.8% | -2.4% | -0.9% |
| 30D | +11.1% | -14.8% | +25.9% | +12.9% |
| 3M | +17.0% | -19.0% | +36.1% | +19.3% |
| 6M | +34.8% | -27.7% | +62.6% | +39.7% |
| YTD | -2.2% | -8.5% | +6.3% | -4.5% |
| 1Y | -6.4% | +2.6% | -9.1% | -11.2% |
| 3Y | +75.1% | +4.0% | +71.1% | +62.8% |
| All | +75.1% | +3.9% | +71.3% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling