+58.7%
SO vs VALE
+41.9%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | -3.2% | +8.8% | -12.0% | -3.8% |
| 3M | -1.7% | +6.8% | -8.5% | -2.2% |
| 6M | -7.2% | +6.9% | -14.1% | -7.8% |
| YTD | +4.6% | +22.8% | -18.3% | +2.7% |
| 1Y | +1.2% | +61.3% | -60.0% | -2.6% |
| 3Y | +45.3% | +53.3% | -8.0% | +39.7% |
| 5Y | +58.7% | +44.9% | +13.9% | +53.0% |
| All | +58.7% | +41.9% | +16.9% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling