+786.1%
SAP vs VALE
+1,701.1%
-915.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.7% |
| 7D | +1.5% | +5.5% | -4.0% | +0.1% |
| 30D | +8.8% | -15.0% | +23.8% | +13.1% |
| 3M | +12.1% | -20.0% | +32.1% | +17.9% |
| 6M | +34.6% | -28.4% | +62.9% | +44.9% |
| YTD | -2.1% | -8.6% | +6.5% | -1.9% |
| 1Y | -5.5% | +2.0% | -7.5% | -8.1% |
| 3Y | +67.4% | +4.1% | +63.4% | +59.6% |
| 5Y | +74.6% | +46.4% | +28.1% | +45.7% |
| 10Y | +224.0% | +202.4% | +21.6% | +100.6% |
| All | +786.1% | +1,701.1% | -915.0% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling