+3.7%
VALE vs SN
+156.5%
-152.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.3% |
| 7D | -0.3% | +10.6% | -11.0% | -2.3% |
| 30D | -19.2% | +20.0% | -39.2% | -22.2% |
| 3M | -20.7% | +30.4% | -51.1% | -25.5% |
| 6M | -25.8% | +91.0% | -116.8% | -37.9% |
| YTD | -9.8% | +95.9% | -105.7% | -26.6% |
| 1Y | +3.7% | +158.9% | -155.2% | -20.9% |
| All | +3.7% | +156.5% | -152.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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