+55.2%
VALE vs SFM
-46.0%
+101.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -0.3% | -10.6% | +10.4% | -1.0% |
| 30D | +8.6% | -15.5% | +24.1% | +7.4% |
| 3M | +2.0% | -17.4% | +19.4% | +0.7% |
| 6M | +2.1% | -3.4% | +5.6% | +2.1% |
| YTD | +20.2% | -8.7% | +28.9% | +20.3% |
| 1Y | +55.2% | -47.2% | +102.3% | +43.0% |
| All | +55.2% | -46.0% | +101.2% | +43.0% |
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