+55.2%
VALE vs SITM
+155.7%
-100.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.8% |
| 7D | -0.3% | +3.9% | -4.1% | -0.6% |
| 30D | +8.6% | -6.6% | +15.2% | +9.0% |
| 3M | +2.0% | -11.9% | +13.8% | +2.4% |
| 6M | +2.1% | +81.1% | -79.0% | -6.5% |
| YTD | +20.2% | +80.0% | -59.8% | +10.4% |
| 1Y | +55.2% | +145.8% | -90.7% | +37.4% |
| All | +55.2% | +155.7% | -100.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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