-1.9%
VALE vs SM
+84.2%
-86.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.2% | +9.4% | -12.6% | -2.1% |
| 30D | -15.1% | -14.4% | -0.7% | -16.1% |
| 3M | -18.7% | +1.6% | -20.2% | -17.7% |
| 6M | -31.5% | +6.3% | -37.8% | -29.6% |
| YTD | -11.4% | +78.8% | -90.2% | -8.2% |
| 1Y | -1.9% | +83.1% | -85.0% | +1.0% |
| All | -1.9% | +84.2% | -86.1% | +1.0% |
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 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