+3.7%
VALE vs SIMO
+94.5%
-90.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.7% | +4.6% |
| 7D | -0.3% | -16.9% | +16.5% | +0.5% |
| 30D | -19.2% | -35.4% | +16.2% | -17.4% |
| 3M | -20.7% | -31.9% | +11.1% | -19.4% |
| 6M | -25.8% | -19.3% | -6.5% | -24.8% |
| YTD | -9.8% | +98.5% | -108.3% | -18.3% |
| 1Y | +3.7% | +100.5% | -96.8% | -6.6% |
| All | +3.7% | +94.5% | -90.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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