+61.2%
VALE vs SIRI
+28.3%
+32.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +5.1% | -4.7% | +9.8% | +5.2% |
| 3M | -0.4% | +5.3% | -5.7% | -1.2% |
| 6M | -2.2% | +30.5% | -32.7% | -4.2% |
| YTD | +20.5% | +49.6% | -29.1% | +17.8% |
| 1Y | +61.2% | +28.5% | +32.7% | +57.5% |
| All | +61.2% | +28.3% | +32.8% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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