+2,275.1%
VALE vs SBAC
+5,277.2%
-3,002.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +5.1% | +6.9% | -1.8% | +3.3% |
| 3M | -0.4% | -8.2% | +7.8% | +1.4% |
| 6M | -2.2% | -1.6% | -0.6% | -3.0% |
| YTD | +20.5% | -0.1% | +20.6% | +18.8% |
| 1Y | +61.2% | -0.5% | +61.6% | +58.7% |
| 3Y | +43.1% | -9.1% | +52.2% | +42.1% |
| 5Y | +34.0% | -43.8% | +77.7% | +48.0% |
| 10Y | +469.7% | +80.5% | +389.1% | +360.1% |
| All | +2,275.1% | +5,277.2% | -3,002.2% | +1,112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling