+42.8%
VALE vs SN
+476.8%
-434.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.3% |
| 30D | +6.7% | -9.1% | +15.7% | +8.2% |
| 3M | +4.9% | +31.8% | -26.9% | -0.2% |
| 6M | +3.6% | +52.0% | -48.4% | -4.1% |
| YTD | +21.9% | +51.3% | -29.4% | +12.8% |
| 1Y | +61.6% | +46.9% | +14.7% | +49.7% |
| 3Y | +52.1% | +394.9% | -342.8% | +17.4% |
| All | +42.8% | +476.8% | -434.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling