+174.6%
SLB vs VALE
+1,761.8%
-1,587.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.4% |
| 7D | -3.7% | +5.6% | -9.2% | -5.9% |
| 30D | +2.9% | -12.1% | +15.0% | +8.4% |
| 3M | +0.2% | -16.3% | +16.5% | +7.5% |
| 6M | -4.4% | -26.0% | +21.5% | +7.4% |
| YTD | +33.4% | -5.5% | +38.9% | +34.4% |
| 1Y | +40.8% | +6.7% | +34.1% | +34.7% |
| 3Y | +3.2% | +10.2% | -7.0% | -4.5% |
| 5Y | +64.8% | +49.7% | +15.1% | +29.5% |
| 10Y | -16.6% | +222.3% | -238.8% | -56.5% |
| All | +174.6% | +1,761.8% | -1,587.2% | -22.7% |
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