+4,437.1%
SNDK vs VALE
+88.4%
+4,348.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.2% |
| 7D | -6.1% | -0.3% | -5.9% | -5.9% |
| 30D | +21.5% | +8.6% | +12.9% | +10.2% |
| 3M | -13.2% | +2.0% | -15.2% | -14.8% |
| 6M | +149.2% | +2.1% | +147.1% | +140.9% |
| YTD | +588.1% | +20.2% | +567.9% | +450.0% |
| 1Y | +1,837.5% | +55.2% | +1,782.4% | +1,063.9% |
| All | +4,437.1% | +88.4% | +4,348.7% | +2,433.7% |
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