+43.2%
VALE vs SAN
+384.1%
-340.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -1.8% | -0.5% | -1.4% | -1.7% |
| 30D | +6.7% | -0.1% | +6.7% | +6.6% |
| 3M | +4.9% | +19.6% | -14.8% | -2.3% |
| 6M | +3.6% | +32.7% | -29.1% | -7.3% |
| YTD | +21.9% | +26.7% | -4.8% | +10.2% |
| 1Y | +61.6% | +51.6% | +9.9% | +36.4% |
| 3Y | +52.1% | +348.7% | -296.6% | -14.6% |
| 5Y | +43.2% | +378.7% | -335.6% | -25.4% |
| All | +43.2% | +384.1% | -340.9% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling