+40.9%
VALE vs SITM
+187.3%
-146.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.9% |
| 7D | -0.3% | +3.9% | -4.1% | -0.7% |
| 30D | +8.6% | -6.6% | +15.2% | +9.1% |
| 3M | +2.0% | -11.9% | +13.8% | +2.2% |
| 6M | +2.1% | +81.1% | -79.0% | -6.3% |
| YTD | +20.2% | +80.0% | -59.8% | +9.8% |
| 1Y | +55.2% | +145.8% | -90.7% | +36.0% |
| 3Y | +45.9% | +475.9% | -430.0% | +11.5% |
| All | +40.9% | +187.3% | -146.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling