+3.7%
VALE vs SFM
-35.8%
+39.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.2% |
| 7D | -0.3% | -12.3% | +11.9% | -0.9% |
| 30D | -19.2% | -16.2% | -3.0% | -20.0% |
| 3M | -20.7% | -36.8% | +16.1% | -23.6% |
| 6M | -25.8% | -32.6% | +6.8% | -27.5% |
| YTD | -9.8% | -31.7% | +21.9% | -11.6% |
| 1Y | +3.7% | -35.0% | +38.7% | +1.7% |
| All | +3.7% | -35.8% | +39.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling