+61.2%
VALE vs SM
+36.8%
+24.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +5.1% | +25.6% | -20.4% | +7.8% |
| 3M | -0.4% | +8.0% | -8.4% | +0.9% |
| 6M | -2.2% | +50.8% | -53.0% | +1.4% |
| YTD | +20.5% | +97.9% | -77.3% | +23.8% |
| 1Y | +61.2% | +33.8% | +27.4% | +67.4% |
| All | +61.2% | +36.8% | +24.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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