+93.0%
VALE vs SFM
+48.8%
+44.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -3.2% | +6.0% | -9.2% | -4.0% |
| 30D | -15.1% | -19.5% | +4.4% | -13.1% |
| 3M | -18.7% | -37.0% | +18.3% | -14.2% |
| 6M | -31.5% | -41.0% | +9.5% | -27.3% |
| YTD | -11.4% | -34.6% | +23.2% | -8.1% |
| 1Y | -1.9% | -36.3% | +34.4% | +2.2% |
| 3Y | +1.7% | +24.5% | -22.9% | -10.4% |
| 5Y | +35.4% | +115.9% | -80.4% | +2.8% |
| 10Y | +204.8% | +139.5% | +65.3% | +108.8% |
| All | +93.0% | +48.8% | +44.2% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling