+7.1%
VALE vs SN
+671.7%
-664.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -3.1% |
| 7D | +5.5% | +7.6% | -2.1% | +4.3% |
| 30D | -15.0% | +22.4% | -37.4% | -17.6% |
| 3M | -20.0% | +21.7% | -41.7% | -22.6% |
| 6M | -28.4% | +102.8% | -131.2% | -36.6% |
| YTD | -8.6% | +102.4% | -111.0% | -19.3% |
| 1Y | +2.0% | +139.0% | -137.0% | -12.1% |
| 3Y | +4.1% | +440.4% | -436.3% | -21.8% |
| All | +7.1% | +671.7% | -664.6% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling