+15.4%
SOFI vs VALE
+40.3%
-24.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -4.9% | -0.3% | -4.7% | -4.8% |
| 30D | -3.5% | +8.6% | -12.1% | -7.0% |
| 3M | +3.9% | +2.0% | +1.9% | +2.5% |
| 6M | -6.5% | +2.1% | -8.6% | -7.4% |
| YTD | -33.8% | +20.2% | -54.1% | -39.8% |
| 1Y | -33.3% | +55.2% | -88.4% | -45.8% |
| 3Y | +94.6% | +45.9% | +48.7% | +59.3% |
| All | +15.4% | +40.3% | -24.9% | +4.1% |
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