+206.4%
VALE vs SAN
+267.7%
-61.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.3% |
| 7D | -1.5% | +1.0% | -2.5% | -2.0% |
| 30D | -15.6% | -9.4% | -6.3% | -11.8% |
| 3M | -19.5% | -17.1% | -2.4% | -12.4% |
| 6M | -31.9% | +2.2% | -34.0% | -33.1% |
| YTD | -11.0% | +6.0% | -16.9% | -15.0% |
| 1Y | -2.1% | +12.7% | -14.8% | -9.3% |
| 3Y | +1.4% | +242.1% | -240.8% | -47.0% |
| 5Y | +36.2% | +293.6% | -257.4% | -37.1% |
| All | +206.4% | +267.7% | -61.2% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling