+213.4%
SLB vs VALE
+2,275.1%
-2,061.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | -0.3% | -0.4% | +0.1% | -0.6% |
| 6M | +21.3% | -2.2% | +23.6% | +21.3% |
| YTD | +52.3% | +20.5% | +31.8% | +39.0% |
| 1Y | +63.6% | +61.2% | +2.4% | +32.0% |
| 3Y | +3.8% | +43.1% | -39.4% | -14.1% |
| 5Y | +128.6% | +34.0% | +94.7% | +87.7% |
| 10Y | -3.1% | +469.7% | -472.7% | -60.3% |
| All | +213.4% | +2,275.1% | -2,061.6% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling