-40.8%
SOFI vs VALE
+3.0%
-43.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +9.2% | -19.2% | +28.4% | +18.0% |
| 3M | -7.1% | -20.7% | +13.7% | +0.9% |
| 6M | +7.3% | -25.8% | +33.1% | +19.3% |
| YTD | -33.6% | -9.8% | -23.8% | -34.4% |
| 1Y | -40.8% | +3.7% | -44.5% | -52.5% |
| All | -40.8% | +3.0% | -43.8% | -52.5% |
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