+61.6%
VALE vs SIMO
+234.0%
-172.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.8% | +14.5% | -16.4% | -2.6% |
| 30D | +6.7% | +20.4% | -13.8% | +5.4% |
| 3M | +4.9% | +7.1% | -2.2% | +4.0% |
| 6M | +3.6% | +129.2% | -125.7% | -4.2% |
| YTD | +21.9% | +201.9% | -180.1% | +7.2% |
| 1Y | +61.6% | +235.5% | -174.0% | +38.9% |
| All | +61.6% | +234.0% | -172.4% | +38.9% |
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 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