+2,301.5%
VALE vs SIRI
-27.9%
+2,329.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.8% | -3.9% | +2.1% | -1.4% |
| 30D | +6.7% | -0.8% | +7.5% | +6.7% |
| 3M | +4.9% | +4.3% | +0.6% | +4.2% |
| 6M | +3.6% | +34.1% | -30.5% | -0.4% |
| YTD | +21.9% | +47.3% | -25.4% | +15.6% |
| 1Y | +61.6% | +22.9% | +38.6% | +56.4% |
| 3Y | +52.1% | -24.6% | +76.7% | +52.5% |
| 5Y | +43.2% | -43.2% | +86.4% | +45.4% |
| 10Y | +521.5% | -12.3% | +533.8% | +500.7% |
| All | +2,301.5% | -27.9% | +2,329.4% | +1,822.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling