+3.7%
VALE vs SAN
+23.5%
-19.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.3% | +1.3% |
| 7D | -0.3% | +4.5% | -4.9% | -2.4% |
| 30D | -19.2% | -12.1% | -7.1% | -14.6% |
| 3M | -20.7% | -15.6% | -5.2% | -14.9% |
| 6M | -25.8% | +5.8% | -31.6% | -28.0% |
| YTD | -9.8% | +5.5% | -15.2% | -15.4% |
| 1Y | +3.7% | +23.6% | -19.9% | -9.9% |
| All | +3.7% | +23.5% | -19.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling