+43.2%
VALE vs SGI
+56.1%
-13.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +6.7% | +5.5% | +1.1% | +5.2% |
| 3M | +4.9% | -3.6% | +8.5% | +5.3% |
| 6M | +3.6% | -15.0% | +18.6% | +6.6% |
| YTD | +21.9% | -23.0% | +44.9% | +27.8% |
| 1Y | +61.6% | -18.4% | +80.0% | +66.7% |
| 3Y | +52.1% | +57.8% | -5.6% | +34.3% |
| 5Y | +43.2% | +51.5% | -8.3% | +22.9% |
| All | +43.2% | +56.1% | -13.0% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling