+541.8%
VALE vs SIMO
+3,332.4%
-2,790.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.2% |
| 7D | +1.6% | +4.2% | -2.6% | +0.6% |
| 30D | +5.1% | +4.1% | +1.0% | +3.2% |
| 3M | -0.4% | -12.9% | +12.5% | -0.3% |
| 6M | -2.2% | +110.3% | -112.6% | -23.2% |
| YTD | +20.5% | +178.6% | -158.0% | -12.0% |
| 1Y | +61.2% | +220.0% | -158.8% | +13.1% |
| 3Y | +43.1% | +409.0% | -365.9% | -12.5% |
| 5Y | +34.0% | +277.3% | -243.4% | -16.6% |
| 10Y | +469.7% | +506.6% | -36.9% | +192.3% |
| All | +541.8% | +3,332.4% | -2,790.6% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling