+162.0%
SO vs VALE
+493.0%
-331.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | 0.0% | -1.8% | +1.9% | +0.2% |
| 30D | -2.5% | +6.7% | -9.1% | -3.1% |
| 3M | -4.2% | +4.9% | -9.1% | -4.7% |
| 6M | -7.7% | +3.6% | -11.2% | -8.2% |
| YTD | +3.8% | +21.9% | -18.1% | +1.3% |
| 1Y | +0.1% | +61.6% | -61.5% | -5.2% |
| 3Y | +44.2% | +52.1% | -7.9% | +36.4% |
| 5Y | +57.9% | +43.2% | +14.7% | +47.8% |
| 10Y | +162.0% | +521.5% | -359.5% | +94.8% |
| All | +162.0% | +493.0% | -331.0% | +94.8% |
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 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