+3.7%
VALE vs SGI
-10.7%
+14.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +2.6% |
| 7D | -0.3% | +12.1% | -12.4% | -2.8% |
| 30D | -19.2% | +12.1% | -31.3% | -21.3% |
| 3M | -20.7% | +0.4% | -21.2% | -20.9% |
| 6M | -25.8% | -4.0% | -21.8% | -25.5% |
| YTD | -9.8% | -21.2% | +11.5% | -6.5% |
| 1Y | +3.7% | -12.1% | +15.7% | +8.0% |
| All | +3.7% | -10.7% | +14.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling