+2,275.1%
VALE vs SAN
+539.5%
+1,735.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +1.6% | +1.8% | -0.2% | +0.5% |
| 30D | +5.1% | +2.0% | +3.1% | +3.8% |
| 3M | -0.4% | +19.7% | -20.1% | -10.7% |
| 6M | -2.2% | +30.6% | -32.8% | -16.9% |
| YTD | +20.5% | +28.8% | -8.3% | +2.1% |
| 1Y | +61.2% | +57.8% | +3.4% | +20.9% |
| 3Y | +43.1% | +338.1% | -295.0% | -43.4% |
| 5Y | +34.0% | +384.2% | -350.3% | -53.7% |
| 10Y | +469.7% | +353.2% | +116.5% | +85.8% |
| All | +2,275.1% | +539.5% | +1,735.6% | +661.1% |
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