+61.2%
VALE vs SN
+46.4%
+14.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.6% | -9.3% | +10.9% | +3.5% |
| 30D | +5.1% | -4.8% | +9.9% | +5.9% |
| 3M | -0.4% | +40.4% | -40.8% | -8.2% |
| 6M | -2.2% | +50.9% | -53.2% | -12.6% |
| YTD | +20.5% | +54.9% | -34.4% | +7.2% |
| 1Y | +61.2% | +43.0% | +18.1% | +37.4% |
| All | +61.2% | +46.4% | +14.8% | +37.4% |
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