+2.1%
SLB vs VALE
+49.2%
-47.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +15.8% | +5.1% | +10.7% | +13.5% |
| 3M | -0.3% | -0.4% | +0.1% | -0.5% |
| 6M | +21.3% | -2.2% | +23.6% | +21.2% |
| YTD | +52.3% | +20.5% | +31.8% | +39.9% |
| 1Y | +63.6% | +61.2% | +2.4% | +34.3% |
| All | +2.1% | +49.2% | -47.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling