+3.7%
SO vs VALE
+3.0%
+0.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.8% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | +11.1% | -19.2% | +30.4% | +12.0% |
| 3M | +0.7% | -20.7% | +21.4% | +1.5% |
| 6M | -1.4% | -25.8% | +24.4% | -0.2% |
| YTD | +9.4% | -9.8% | +19.2% | +7.7% |
| 1Y | +3.7% | +3.7% | +0.1% | +2.1% |
| All | +3.7% | +3.0% | +0.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling