-30.2%
VALE vs SIMO
-28.1%
-2.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.6% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | -14.3% | -25.4% | +11.0% | -12.7% |
| 3M | -16.8% | -17.8% | +0.9% | -16.2% |
| 6M | -30.2% | -29.6% | -0.7% | -30.0% |
| All | -30.2% | -28.1% | -2.2% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling