+59.5%
SAP vs VALE
+39.2%
+20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | +9.0% | +5.1% | +3.9% | +8.2% |
| 3M | +14.9% | -0.4% | +15.4% | +14.8% |
| 6M | +11.9% | -2.2% | +14.1% | +11.9% |
| YTD | -9.9% | +20.5% | -30.4% | -13.5% |
| 1Y | -19.5% | +61.2% | -80.7% | -26.8% |
| 3Y | +61.8% | +43.1% | +18.7% | +48.0% |
| All | +59.5% | +39.2% | +20.3% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling