+53.3%
VALE vs SFM
+96.9%
-43.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +1.8% |
| 7D | +2.9% | -5.8% | +8.7% | +2.8% |
| 30D | +8.8% | -11.4% | +20.2% | +8.6% |
| 3M | +6.8% | -12.2% | +19.0% | +6.6% |
| 6M | +6.9% | -5.2% | +12.1% | +6.8% |
| YTD | +22.8% | -4.5% | +27.3% | +22.9% |
| 1Y | +61.3% | -45.4% | +106.6% | +63.6% |
| 3Y | +53.3% | +91.1% | -37.8% | +49.6% |
| All | +53.3% | +96.9% | -43.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling