+40.9%
VALE vs SIRI
-41.5%
+82.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -0.3% | +0.6% | -0.8% | -0.3% |
| 30D | +8.6% | +2.5% | +6.1% | +8.3% |
| 3M | +2.0% | +6.6% | -4.6% | +1.0% |
| 6M | +2.1% | +32.9% | -30.8% | -1.5% |
| YTD | +20.2% | +50.5% | -30.2% | +14.1% |
| 1Y | +55.2% | +28.0% | +27.2% | +49.8% |
| 3Y | +45.9% | -22.4% | +68.3% | +45.3% |
| All | +40.9% | -41.5% | +82.4% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling