+202.4%
VALE vs SIMO
+395.4%
-193.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -3.0% |
| 7D | +5.5% | -16.0% | +21.5% | +8.1% |
| 30D | -15.0% | -35.8% | +20.8% | -9.4% |
| 3M | -20.0% | -26.5% | +6.5% | -17.5% |
| 6M | -28.4% | -33.0% | +4.6% | -26.6% |
| YTD | -8.6% | +84.3% | -92.9% | -26.6% |
| 1Y | +2.0% | +82.0% | -80.0% | -18.0% |
| 3Y | +4.1% | +218.5% | -214.4% | -28.5% |
| 5Y | +46.4% | +175.0% | -128.6% | -1.7% |
| 10Y | +202.4% | +407.5% | -205.1% | +54.9% |
| All | +202.4% | +395.4% | -193.0% | +54.9% |
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