+3.7%
VALE vs SM
+70.4%
-66.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.4% | +2.3% |
| 7D | -0.3% | -21.5% | +21.1% | -2.8% |
| 30D | -19.2% | -11.4% | -7.8% | -20.0% |
| 3M | -20.7% | +0.6% | -21.3% | -19.8% |
| 6M | -25.8% | +0.2% | -26.0% | -24.3% |
| YTD | -9.8% | +69.7% | -79.4% | -5.4% |
| 1Y | +3.7% | +71.6% | -67.9% | +8.8% |
| All | +3.7% | +70.4% | -66.7% | +8.8% |
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