+162.6%
VALE vs SFM
+132.6%
+30.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +5.1% | -4.4% | +9.5% | +5.7% |
| 3M | -0.4% | +1.5% | -1.9% | -1.0% |
| 6M | -2.2% | +6.5% | -8.7% | -4.0% |
| YTD | +20.5% | +2.2% | +18.4% | +18.6% |
| 1Y | +61.2% | -41.9% | +103.1% | +72.0% |
| 3Y | +43.1% | +106.8% | -63.6% | +18.1% |
| 5Y | +34.0% | +231.6% | -197.6% | -3.3% |
| 10Y | +469.7% | +258.4% | +211.2% | +271.9% |
| All | +162.6% | +132.6% | +30.0% | +88.2% |
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