+43.2%
VALE vs SFM
+217.9%
-174.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.7% |
| 7D | -1.8% | -7.2% | +5.3% | -1.7% |
| 30D | +6.7% | -14.3% | +21.0% | +7.0% |
| 3M | +4.9% | -13.7% | +18.6% | +5.2% |
| 6M | +3.6% | -6.0% | +9.6% | +3.5% |
| YTD | +21.9% | -8.2% | +30.1% | +21.8% |
| 1Y | +61.6% | -46.2% | +107.8% | +65.8% |
| 3Y | +52.1% | +83.6% | -31.4% | +41.5% |
| 5Y | +43.2% | +212.7% | -169.5% | +25.6% |
| All | +43.2% | +217.9% | -174.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling