-4.8%
SLB vs VALE
+473.3%
-478.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +0.4% | +2.9% | -2.5% | -0.8% |
| 30D | +13.6% | +8.8% | +4.8% | +9.3% |
| 3M | +1.5% | +6.8% | -5.3% | -1.8% |
| 6M | +23.0% | +6.9% | +16.1% | +18.3% |
| YTD | +51.2% | +22.8% | +28.4% | +36.3% |
| 1Y | +63.5% | +61.3% | +2.2% | +30.6% |
| 3Y | +2.5% | +53.3% | -50.8% | -18.4% |
| 5Y | +139.2% | +44.9% | +94.3% | +87.5% |
| 10Y | -4.8% | +486.8% | -491.5% | -51.9% |
| All | -4.8% | +473.3% | -478.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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