+10.7%
VALE vs SN
+681.9%
-671.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.8% |
| 7D | +5.6% | +7.6% | -2.1% | +4.4% |
| 30D | -12.1% | +24.1% | -36.2% | -15.0% |
| 3M | -16.3% | +23.7% | -40.0% | -19.2% |
| 6M | -26.0% | +105.5% | -131.5% | -34.5% |
| YTD | -5.5% | +105.1% | -110.6% | -16.7% |
| 1Y | +6.7% | +148.3% | -141.6% | -8.6% |
| 3Y | +10.2% | +438.7% | -428.5% | -17.3% |
| All | +10.7% | +681.9% | -671.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling