-1.9%
VALE vs SAN
+12.6%
-14.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -3.2% | +4.0% | -7.2% | -4.9% |
| 30D | -15.1% | -7.8% | -7.2% | -12.2% |
| 3M | -18.7% | -16.4% | -2.3% | -12.4% |
| 6M | -31.5% | +3.5% | -35.0% | -32.9% |
| YTD | -11.4% | +6.7% | -18.1% | -17.4% |
| 1Y | -1.9% | +14.5% | -16.3% | -11.8% |
| All | -1.9% | +12.6% | -14.5% | -11.8% |
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