+61.2%
VALE vs SIMO
+226.2%
-165.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -0.7% |
| 7D | +1.6% | +4.2% | -2.6% | +1.3% |
| 30D | +5.1% | +4.1% | +1.0% | +4.6% |
| 3M | -0.4% | -12.9% | +12.5% | -0.2% |
| 6M | -2.2% | +110.3% | -112.6% | -9.1% |
| YTD | +20.5% | +178.6% | -158.0% | +6.4% |
| 1Y | +61.2% | +220.0% | -158.8% | +40.8% |
| All | +61.2% | +226.2% | -165.0% | +40.8% |
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