+204.8%
VALE vs SBAC
+114.8%
+90.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -15.1% | +5.5% | -20.5% | -16.4% |
| 3M | -18.7% | +3.1% | -21.8% | -19.6% |
| 6M | -31.5% | -7.0% | -24.5% | -30.6% |
| YTD | -11.4% | +0.5% | -11.9% | -13.2% |
| 1Y | -1.9% | +0.2% | -2.1% | -3.8% |
| 3Y | +1.7% | -7.4% | +9.0% | -0.1% |
| 5Y | +35.4% | -39.7% | +75.1% | +51.6% |
| All | +204.8% | +114.8% | +90.0% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling