+491.2%
VALE vs SM
+23.2%
+467.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | +2.1% | -2.3% | -0.5% |
| 30D | +9.7% | +18.1% | -8.4% | +6.8% |
| 3M | +5.3% | +17.0% | -11.7% | +2.0% |
| 6M | +0.5% | +55.4% | -54.9% | -8.0% |
| YTD | +20.6% | +108.6% | -87.9% | +4.6% |
| 1Y | +57.6% | +45.7% | +11.9% | +44.2% |
| 3Y | +50.6% | -0.3% | +50.9% | +42.1% |
| 5Y | +41.8% | +113.0% | -71.2% | +14.7% |
| All | +491.2% | +23.2% | +467.9% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling