+53.3%
VALE vs SN
+430.5%
-377.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +8.8% | -5.6% | +14.4% | +9.8% |
| 3M | +6.8% | +48.1% | -41.3% | -1.0% |
| 6M | +6.9% | +57.6% | -50.7% | -2.4% |
| YTD | +22.8% | +56.5% | -33.7% | +12.2% |
| 1Y | +61.3% | +52.6% | +8.7% | +47.5% |
| 3Y | +53.3% | +412.0% | -358.7% | +9.3% |
| All | +53.3% | +430.5% | -377.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling