-31.5%
VALE vs SFM
-40.5%
+9.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.5% |
| 7D | -3.2% | +6.0% | -9.2% | -3.3% |
| 30D | -15.1% | -19.5% | +4.4% | -15.5% |
| 3M | -18.7% | -37.0% | +18.3% | -20.1% |
| 6M | -31.5% | -41.0% | +9.5% | -33.5% |
| All | -31.5% | -40.5% | +9.0% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling