+49.7%
VALE vs SIMO
+170.7%
-121.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.4% | +2.7% |
| 7D | +5.6% | -8.2% | +13.7% | +6.2% |
| 30D | -12.1% | -34.6% | +22.5% | -8.5% |
| 3M | -16.3% | -32.6% | +16.3% | -13.7% |
| 6M | -26.0% | -31.8% | +5.8% | -24.7% |
| YTD | -5.5% | +87.6% | -93.1% | -19.0% |
| 1Y | +6.7% | +86.7% | -80.0% | -8.6% |
| 3Y | +10.2% | +227.4% | -217.3% | -15.4% |
| 5Y | +49.7% | +173.0% | -123.3% | +12.2% |
| All | +49.7% | +170.7% | -121.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling