+3.7%
VALE vs SARO
-7.8%
+11.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.8% |
| 7D | -0.3% | +15.8% | -16.1% | -3.1% |
| 30D | -19.2% | +22.2% | -41.4% | -22.4% |
| 3M | -20.7% | -16.2% | -4.5% | -16.5% |
| 6M | -25.8% | +4.6% | -30.4% | -27.5% |
| YTD | -9.8% | -10.4% | +0.6% | -9.4% |
| 1Y | +3.7% | -6.5% | +10.2% | +2.9% |
| All | +3.7% | -7.8% | +11.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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