+37.8%
VALE vs SFM
+116.0%
-78.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -3.2% | +6.0% | -9.2% | -3.4% |
| 30D | -15.1% | -19.5% | +4.4% | -14.7% |
| 3M | -18.7% | -37.0% | +18.3% | -17.9% |
| 6M | -31.5% | -41.0% | +9.5% | -30.7% |
| YTD | -11.4% | -34.6% | +23.2% | -10.8% |
| 1Y | -1.9% | -36.3% | +34.4% | -1.1% |
| 3Y | +1.7% | +24.5% | -22.9% | -4.7% |
| All | +37.8% | +116.0% | -78.1% | +8.9% |
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