+204.8%
VALE vs SGI
+319.5%
-114.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -3.2% | -5.3% | +2.1% | -1.8% |
| 30D | -15.1% | -2.1% | -13.0% | -14.9% |
| 3M | -18.7% | -8.2% | -10.5% | -17.3% |
| 6M | -31.5% | -4.6% | -26.9% | -31.4% |
| YTD | -11.4% | -31.5% | +20.0% | -4.0% |
| 1Y | -1.9% | -30.8% | +29.0% | +6.0% |
| 3Y | +1.7% | +67.2% | -65.5% | -14.2% |
| 5Y | +35.4% | +42.5% | -7.1% | +14.3% |
| All | +204.8% | +319.5% | -114.7% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling