+46.4%
VALE vs SITM
+423.6%
-377.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -0.2% | +4.8% | -5.0% | -0.7% |
| 30D | +9.7% | -9.7% | +19.5% | +10.7% |
| 3M | +5.3% | -9.3% | +14.6% | +5.1% |
| 6M | +0.5% | +69.5% | -69.0% | -7.7% |
| YTD | +20.6% | +70.5% | -49.9% | +10.0% |
| 1Y | +57.6% | +145.3% | -87.7% | +36.6% |
| All | +46.4% | +423.6% | -377.3% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling