+877.3%
SO vs VALE
+2,275.1%
-1,397.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -4.6% | +5.1% | -9.7% | -5.1% |
| 3M | -3.0% | -0.4% | -2.6% | -3.1% |
| 6M | -8.3% | -2.2% | -6.0% | -8.3% |
| YTD | +3.5% | +20.5% | -17.0% | +1.1% |
| 1Y | -0.9% | +61.2% | -62.1% | -6.2% |
| 3Y | +45.4% | +43.1% | +2.2% | +38.2% |
| 5Y | +59.6% | +34.0% | +25.7% | +50.2% |
| 10Y | +156.6% | +469.7% | -313.1% | +96.6% |
| All | +877.3% | +2,275.1% | -1,397.8% | +446.7% |
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