-95.2%
SNDQ vs VALE
-10.3%
-84.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.2% | +6.3% |
| 7D | +11.6% | -0.3% | +11.9% | +11.2% |
| 30D | -45.1% | +8.6% | -53.7% | -37.2% |
| 3M | -68.6% | +2.0% | -70.6% | -63.6% |
| All | -95.2% | -10.3% | -84.9% | -94.5% |
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 · Available span rolling