-7.8%
SOFI vs VALE
+7.7%
-15.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -2.9% | -1.8% | -1.0% | -1.9% |
| 30D | -4.4% | +6.7% | -11.0% | -8.0% |
| 3M | +5.2% | +4.9% | +0.3% | +1.6% |
| 6M | -7.8% | +3.6% | -11.4% | -5.7% |
| All | -7.8% | +7.7% | -15.5% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling