+76.1%
SO vs VALE
+46.3%
+29.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.3% |
| 7D | -0.1% | +5.5% | -5.6% | -0.5% |
| 30D | +8.7% | -15.0% | +23.7% | +9.8% |
| 3M | +3.4% | -20.0% | +23.4% | +4.9% |
| 6M | +3.7% | -28.4% | +32.1% | +6.0% |
| YTD | +10.0% | -8.6% | +18.6% | +10.1% |
| 1Y | +6.6% | +2.0% | +4.6% | +5.8% |
| 3Y | +52.5% | +4.1% | +48.4% | +50.4% |
| 5Y | +76.1% | +46.4% | +29.6% | +66.7% |
| All | +76.1% | +46.3% | +29.7% | +66.7% |
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 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