+278.5%
VALE vs SEI
+606.2%
-327.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +16.3% | -14.4% | -1.0% |
| 7D | +2.9% | +28.8% | -25.9% | -1.8% |
| 30D | +8.8% | +10.4% | -1.6% | +6.4% |
| 3M | +6.8% | -11.4% | +18.2% | +7.2% |
| 6M | +6.9% | +31.2% | -24.3% | -1.1% |
| YTD | +22.8% | +39.7% | -16.9% | +11.4% |
| 1Y | +61.3% | +149.0% | -87.7% | +28.5% |
| 3Y | +53.3% | +560.2% | -506.9% | -16.2% |
| 5Y | +44.9% | +955.7% | -910.8% | -36.1% |
| All | +278.5% | +606.2% | -327.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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