+1,701.1%
VALE vs SAN
+444.6%
+1,256.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | +5.5% | +10.8% | -5.3% | -0.7% |
| 30D | -15.0% | -5.7% | -9.2% | -12.4% |
| 3M | -20.0% | -13.4% | -6.6% | -13.6% |
| 6M | -28.4% | +3.5% | -31.9% | -30.7% |
| YTD | -8.6% | +9.7% | -18.3% | -15.5% |
| 1Y | +2.0% | +20.9% | -18.9% | -11.0% |
| 3Y | +4.1% | +254.3% | -250.2% | -53.6% |
| 5Y | +46.4% | +304.2% | -257.8% | -43.8% |
| 10Y | +202.4% | +260.2% | -57.8% | +12.3% |
| All | +1,701.1% | +444.6% | +1,256.5% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling