+979.9%
VALE vs SGI
+2,083.6%
-1,103.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.6% | +8.5% | -6.9% | -0.8% |
| 30D | +5.1% | +0.7% | +4.4% | +4.7% |
| 3M | -0.4% | +0.6% | -1.0% | -1.2% |
| 6M | -2.2% | -17.9% | +15.7% | +2.3% |
| YTD | +20.5% | -21.2% | +41.7% | +27.1% |
| 1Y | +61.2% | -18.9% | +80.0% | +67.7% |
| 3Y | +43.1% | +52.6% | -9.5% | +21.8% |
| 5Y | +34.0% | +60.7% | -26.8% | +7.0% |
| 10Y | +469.7% | +278.1% | +191.6% | +205.7% |
| All | +979.9% | +2,083.6% | -1,103.6% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling