+521.5%
VALE vs SIMO
+548.4%
-26.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -1.8% | +14.5% | -16.4% | -4.2% |
| 30D | +6.7% | +20.4% | -13.8% | +2.7% |
| 3M | +4.9% | +7.1% | -2.2% | +1.4% |
| 6M | +3.6% | +129.2% | -125.7% | -16.8% |
| YTD | +21.9% | +201.9% | -180.1% | -8.5% |
| 1Y | +61.6% | +235.5% | -174.0% | +17.7% |
| 3Y | +52.1% | +463.8% | -411.7% | -4.0% |
| 5Y | +43.2% | +306.7% | -263.5% | -7.5% |
| 10Y | +521.5% | +579.5% | -57.9% | +217.9% |
| All | +521.5% | +548.4% | -26.9% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling