+206.4%
VALE vs SM
+18.2%
+188.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -3.4% |
| 7D | -1.5% | +10.6% | -12.1% | -3.1% |
| 30D | -15.6% | -15.0% | -0.7% | -13.9% |
| 3M | -19.5% | +1.7% | -21.2% | -20.4% |
| 6M | -31.9% | +5.9% | -37.7% | -33.6% |
| YTD | -11.0% | +79.0% | -90.0% | -21.5% |
| 1Y | -2.1% | +84.7% | -86.8% | -14.2% |
| 3Y | +1.4% | -3.5% | +4.8% | -4.3% |
| 5Y | +36.2% | +4.9% | +31.2% | +22.7% |
| All | +206.4% | +18.2% | +188.3% | +77.6% |
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